US Census 1977: Life.Exp regression:: HW2_v2
bdanalytics
Date: (Tue) Jun 23, 2015
Introduction:
Data: Source: Training: https://courses.edx.org/asset-v1:MITx+15.071x_2a+2T2015+type@asset+block/statedata.csv
New:
Time period:
Synopsis:
Based on analysis utilizing <> techniques,
Regression results: First run:
Classification results: First run:
Prediction Accuracy Enhancement Options:
- import.data chunk:
- which obs should be in fit vs. OOB (currently dirty.0 vs .1 is split 50%)
- inspect.data chunk:
- For date variables
- Appropriate factors ?
- Different / More last* features ?
- For date variables
- scrub.data chunk:
- transform.data chunk:
- derive features from multiple features
- manage.missing.data chunk:
- Not fill missing vars
- Fill missing numerics with a different algorithm
- Fill missing chars with data based on clusters
- extract.features chunk:
- Text variables: move to date extraction chunk ???
- Mine acronyms
- Mine places
- Text variables: move to date extraction chunk ???
- Review set_global_options chunk after features are finalized
[](.png)
Potential next steps include:
- Organization:
- Categorize by chunk
- Priority criteria:
- Ease of change
- Impacts report
- Cleans innards
- Bug report
- all chunks:
- at chunk-end rm(!glb_)
- manage.missing.data chunk:
- cleaner way to manage re-splitting of training vs. new entity
- extract.features chunk:
- Add n-grams for glb_txt_vars
- “RTextTools”, “tau”, “RWeka”, and “textcat” packages
- Convert user-specified mutate code to config specs
- Add n-grams for glb_txt_vars
- fit.models chunk:
- Prediction accuracy scatter graph:
- Add tiles (raw vs. PCA)
- Use shiny for drop-down of “important” features
Use plot.ly for interactive plots ?
- Change .fit suffix of model metrics to .mdl if it’s data independent (e.g. AIC, Adj.R.Squared - is it truly data independent ?, etc.)
- move model_type parameter to myfit_mdl before indep_vars_vctr (keep all model_* together)
- create a custom model for rpart that has minbucket as a tuning parameter
varImp for randomForest crashes in caret version:6.0.41 -> submit bug report
- Probability handling for multinomials vs. desired binomial outcome
- ROCR currently supports only evaluation of binary classification tasks (version 1.0.7)
extensions toward multiclass classification are scheduled for the next release
- Skip trControl.method=“cv” for dummy classifier ?
- Add custom model to caret for a dummy (baseline) classifier (binomial & multinomial) that generates proba/outcomes which mimics the freq distribution of glb_rsp_var values; Right now glb_dmy_glm_mdl always generates most frequent outcome in training data
glm_dmy_mdl should use the same method as glm_sel_mdl until custom dummy classifer is implemented
- fit.all.training chunk:
- myplot_prediction_classification: displays ‘x’ instead of ‘+’ when there are no prediction errors
- Compare glb_sel_mdl vs. glb_fin_mdl:
- varImp
- Prediction differences (shd be minimal ?)
- Move glb_analytics_diag_plots to mydsutils.R: (+) Easier to debug (-) Too many glb vars used
- Add print(ggplot.petrinet(glb_analytics_pn) + coord_flip()) at the end of every major chunk
- Parameterize glb_analytics_pn
- Move glb_impute_missing_data to mydsutils.R: (-) Too many glb vars used; glb_<>_df reassigned
- Replicate myfit_mdl_classification features in myfit_mdl_regression
- Do non-glm methods handle interaction terms ?
- f-score computation for classifiers should be summation across outcomes (not just the desired one ?)
- Add accuracy computation to glb_dmy_mdl in predict.data.new chunk
- Why does splitting fit.data.training.all chunk into separate chunks add an overhead of ~30 secs ? It’s not rbind b/c other chunks have lower elapsed time. Is it the number of plots ?
- Incorporate code chunks in print_sessionInfo
- Test against
- projects in github.com/bdanalytics
- lectures in jhu-datascience track
Analysis:
rm(list=ls())
set.seed(12345)
options(stringsAsFactors=FALSE)
source("~/Dropbox/datascience/R/myscript.R")
source("~/Dropbox/datascience/R/mydsutils.R")## Loading required package: caret
## Loading required package: lattice
## Loading required package: ggplot2source("~/Dropbox/datascience/R/myplot.R")
source("~/Dropbox/datascience/R/mypetrinet.R")
source("~/Dropbox/datascience/R/myplclust.R")
# Gather all package requirements here
suppressPackageStartupMessages(require(doMC))
registerDoMC(4) # max(length(glb_txt_vars), glb_n_cv_folds) + 1
#packageVersion("snow")
#require(sos); findFn("cosine", maxPages=2, sortby="MaxScore")
# Analysis control global variables
glb_trnng_url <- "https://courses.edx.org/asset-v1:MITx+15.071x_2a+2T2015+type@asset+block/statedata.csv"
glb_newdt_url <- "<newdt_url>"
glb_out_pfx <- "HW2_v2_"
glb_save_envir <- FALSE # or TRUE
glb_is_separate_newobs_dataset <- FALSE # or TRUE
glb_split_entity_newobs_datasets <- TRUE # or FALSE
glb_split_newdata_method <- "sample" # "condition" or "sample" or "copy"
glb_split_newdata_condition <- NULL # or "is.na(<var>)"; "<var> <condition_operator> <value>"
glb_split_newdata_size_ratio <- 0.3 # > 0 & < 1
glb_split_sample.seed <- 123 # or any integer
glb_max_fitobs <- NULL # or any integer
glb_is_regression <- TRUE; glb_is_classification <- !glb_is_regression;
glb_is_binomial <- NULL # or TRUE or FALSE
glb_rsp_var_raw <- "Life.Exp"
# for classification, the response variable has to be a factor
glb_rsp_var <- glb_rsp_var_raw # or "Life.Exp.fctr"
# if the response factor is based on numbers/logicals e.g (0/1 OR TRUE/FALSE vs. "A"/"B"),
# or contains spaces (e.g. "Not in Labor Force")
# caret predict(..., type="prob") crashes
glb_map_rsp_raw_to_var <- NULL # or function(raw) {
# return(log(raw))
# ret_vals <- rep_len(NA, length(raw)); ret_vals[!is.na(raw)] <- ifelse(raw[!is.na(raw)] == 1, "Y", "N"); return(relevel(as.factor(ret_vals), ref="N"))
# #as.factor(paste0("B", raw))
# #as.factor(gsub(" ", "\\.", raw))
# }
# glb_map_rsp_raw_to_var(c(1, 1, 0, 0, 0))
glb_map_rsp_var_to_raw <- NULL # or function(var) {
# return(exp(var))
# as.numeric(var) - 1
# #as.numeric(var)
# #gsub("\\.", " ", levels(var)[as.numeric(var)])
# c("<=50K", " >50K")[as.numeric(var)]
# #c(FALSE, TRUE)[as.numeric(var)]
# }
# glb_map_rsp_var_to_raw(glb_map_rsp_raw_to_var(c(1, 1, 0, 0, 0)))
if ((glb_rsp_var != glb_rsp_var_raw) & is.null(glb_map_rsp_raw_to_var))
stop("glb_map_rsp_raw_to_var function expected")
glb_rsp_var_out <- paste0(glb_rsp_var, ".predict.") # model_id is appended later
# List info gathered for various columns
# <col_name>: <description>; <notes>
# Population - the population estimate of the state in 1975
# Income - per capita income in 1974
# Illiteracy - illiteracy rates in 1970, as a percent of the population
# Life.Exp - the life expectancy in years of residents of the state in 1970
# Murder - the murder and non-negligent manslaughter rate per 100,000 population in 1976
# HS.Grad - percent of high-school graduates in 1970
# Frost - the mean number of days with minimum temperature below freezing from 1931–1960 in the capital or a large city of the state
# Area - the land area (in square miles) of the state
# state.abb - a 2-letter abreviation for each state
# state.area - the area of each state, in square miles
# x - the longitude of the center of the state
# y - the latitude of the center of the state
# state.division - the division each state belongs to (New England, Middle Atlantic, South Atlantic, East South Central, West South Central, East North Central, West North Central, Mountain, or Pacific)
# state.name - the full names of each state
# state.region - the region each state belong to (Northeast, South, North Central, or West)
# If multiple vars are parts of id, consider concatenating them to create one id var
# If glb_id_var == NULL, ".rownames <- row.names()" is the default
glb_id_var <- c("state.abb")
glb_category_vars <- NULL # or c("<var1>", "<var2>")
glb_drop_vars <- c(NULL) # or c("<col_name>")
glb_map_vars <- NULL # or c("<var1>", "<var2>")
glb_map_urls <- list();
# glb_map_urls[["<var1>"]] <- "<var1.url>"
glb_assign_pairs_lst <- NULL;
# glb_assign_pairs_lst[["<var1>"]] <- list(from=c(NA),
# to=c("NA.my"))
glb_assign_vars <- names(glb_assign_pairs_lst)
# Derived features
glb_derive_lst <- NULL;
# glb_derive_lst[["Week.bgn"]] <- list(
# mapfn=function(Week) { return(substr(Week, 1, 10)) }
# , args=c("Week"))
# require(zoo)
# # If glb_allobs_df is not sorted in the desired manner
# glb_derive_lst[["ILI.2.lag"]] <- list(
# mapfn=function(Week) { return(coredata(lag(zoo(orderBy(~Week, glb_allobs_df)$ILI), -2, na.pad=TRUE))) }
# , args=c("Week"))
# glb_derive_lst[["ILI.2.lag"]] <- list(
# mapfn=function(ILI) { return(coredata(lag(zoo(ILI), -2, na.pad=TRUE))) }
# , args=c("ILI"))
# glb_derive_lst[["ILI.2.lag.log"]] <- list(
# mapfn=function(ILI.2.lag) { return(log(ILI.2.lag)) }
# , args=c("ILI.2.lag"))
# mapfn=function(PTS, oppPTS) { return(PTS - oppPTS) }
# , args=c("PTS", "oppPTS"))
# Add logs of numerics that are not distributed normally -> do automatically ???
# mapfn=function(raw) { tfr_raw <- as.character(cut(raw, 5));
# tfr_raw[is.na(tfr_raw)] <- "NA.my";
# return(as.factor(tfr_raw)) }
# glb_derive_lst[["<txt_var>.niso8859.log"]] <- list(
# mapfn=function(<txt_var>) { match_lst <- gregexpr("&#[[:digit:]]{3};", <txt_var>)
# match_num_vctr <- unlist(lapply(match_lst,
# function(elem) length(elem)))
# return(log(1 + match_num_vctr)) }
# , args=c("<txt_var>"))
# mapfn=function(raw) { mod_raw <- raw;
# mod_raw <- gsub("&#[[:digit:]]{3};", " ", mod_raw);
# # Modifications for this exercise only
# mod_raw <- gsub("\\bgoodIn ", "good In", mod_raw);
# return(mod_raw)
# # Create user-specified pattern vectors
# #sum(mycount_pattern_occ("Metropolitan Diary:", glb_allobs_df$Abstract) > 0)
# if (txt_var %in% c("Snippet", "Abstract")) {
# txt_X_df[, paste0(txt_var_pfx, ".P.metropolitan.diary.colon")] <-
# as.integer(0 + mycount_pattern_occ("Metropolitan Diary:",
# glb_allobs_df[, txt_var]))
#summary(glb_allobs_df[ ,grep("P.on.this.day", names(glb_allobs_df), value=TRUE)])
# args_lst <- NULL; for (arg in glb_derive_lst[["Week.bgn"]]$args) args_lst[[arg]] <- glb_allobs_df[, arg]; do.call(mapfn, args_lst)
# glb_derive_lst[["<var1>"]] <- glb_derive_lst[["<var2>"]]
glb_derive_vars <- names(glb_derive_lst)
glb_date_vars <- NULL # or c("<date_var>")
glb_date_fmts <- list(); #glb_date_fmts[["<date_var>"]] <- "%m/%e/%y"
glb_date_tzs <- list(); #glb_date_tzs[["<date_var>"]] <- "America/New_York"
#grep("America/New", OlsonNames(), value=TRUE)
glb_txt_vars <- NULL # or c("<txt_var1>", "<txt_var2>")
#Sys.setlocale("LC_ALL", "C") # For english
glb_append_stop_words <- list()
# Remember to use unstemmed words
#orderBy(~ -cor.y.abs, subset(glb_feats_df, grepl("[HSA]\\.T\\.", id) & !is.na(cor.high.X)))
#dsp_obs(Headline.contains="polit")
#subset(glb_allobs_df, H.T.compani > 0)[, c("UniqueID", "Headline", "H.T.compani")]
# glb_append_stop_words[["<txt_var1>"]] <- c(NULL
# # ,"<word1>" # <reason1>
# )
#subset(glb_allobs_df, S.T.newyorktim > 0)[, c("UniqueID", "Snippet", "S.T.newyorktim")]
#glb_txt_lst[["Snippet"]][which(glb_allobs_df$UniqueID %in% c(8394, 8317, 8339, 8350, 8307))]
glb_important_terms <- list()
# Remember to use stemmed terms
glb_sprs_thresholds <- NULL # or c(0.988, 0.970, 0.970) # Generates 29, 22, 22 terms
# Properties:
# numrows(glb_feats_df) << numrows(glb_fitobs_df)
# Select terms that appear in at least 0.2 * O(FP/FN(glb_OOBobs_df))
# numrows(glb_OOBobs_df) = 1.1 * numrows(glb_newobs_df)
names(glb_sprs_thresholds) <- glb_txt_vars
# User-specified exclusions
glb_exclude_vars_as_features <- c("state.name")
if (glb_rsp_var_raw != glb_rsp_var)
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features,
glb_rsp_var_raw)
# List feats that shd be excluded due to known causation by prediction variable
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features,
c(NULL)) # or c("<col_name>")
glb_impute_na_data <- FALSE # or TRUE
glb_mice_complete.seed <- 144 # or any integer
glb_cluster <- FALSE # or TRUE
glb_interaction_only_features <- NULL # or ???
glb_models_lst <- list(); glb_models_df <- data.frame()
# Regression
if (glb_is_regression)
glb_models_method_vctr <- c("lm", "glm", "bayesglm", "rpart", "rf") else
# Classification
if (glb_is_binomial)
glb_models_method_vctr <- c("glm", "bayesglm", "rpart", "rf") else
glb_models_method_vctr <- c("rpart", "rf")
# Baseline prediction model feature(s)
glb_Baseline_mdl_var <- NULL # or c("<col_name>")
glb_model_metric_terms <- NULL # or matrix(c(
# 0,1,2,3,4,
# 2,0,1,2,3,
# 4,2,0,1,2,
# 6,4,2,0,1,
# 8,6,4,2,0
# ), byrow=TRUE, nrow=5)
glb_model_metric <- NULL # or "<metric_name>"
glb_model_metric_maximize <- NULL # or FALSE (TRUE is not the default for both classification & regression)
glb_model_metric_smmry <- NULL # or function(data, lev=NULL, model=NULL) {
# confusion_mtrx <- t(as.matrix(confusionMatrix(data$pred, data$obs)))
# #print(confusion_mtrx)
# #print(confusion_mtrx * glb_model_metric_terms)
# metric <- sum(confusion_mtrx * glb_model_metric_terms) / nrow(data)
# names(metric) <- glb_model_metric
# return(metric)
# }
glb_tune_models_df <-
rbind(
#data.frame(parameter="cp", min=0.00005, max=0.00005, by=0.000005),
#seq(from=0.01, to=0.01, by=0.01)
#data.frame(parameter="mtry", min=080, max=100, by=10),
#data.frame(parameter="mtry", min=08, max=10, by=1),
data.frame(parameter="dummy", min=2, max=4, by=1)
)
# or NULL
glb_n_cv_folds <- 3 # or NULL
glb_clf_proba_threshold <- NULL # 0.5
# Model selection criteria
if (glb_is_regression)
glb_model_evl_criteria <- c("min.RMSE.OOB", "max.R.sq.OOB", "max.Adj.R.sq.fit")
if (glb_is_classification) {
if (glb_is_binomial)
glb_model_evl_criteria <-
c("max.Accuracy.OOB", "max.auc.OOB", "max.Kappa.OOB", "min.aic.fit") else
glb_model_evl_criteria <- c("max.Accuracy.OOB", "max.Kappa.OOB")
}
glb_sel_mdl_id <- NULL # or "<model_id_prefix>.<model_method>"
glb_fin_mdl_id <- glb_sel_mdl_id # or "Final"
# Depict process
glb_analytics_pn <- petrinet(name="glb_analytics_pn",
trans_df=data.frame(id=1:6,
name=c("data.training.all","data.new",
"model.selected","model.final",
"data.training.all.prediction","data.new.prediction"),
x=c( -5,-5,-15,-25,-25,-35),
y=c( -5, 5, 0, 0, -5, 5)
),
places_df=data.frame(id=1:4,
name=c("bgn","fit.data.training.all","predict.data.new","end"),
x=c( -0, -20, -30, -40),
y=c( 0, 0, 0, 0),
M0=c( 3, 0, 0, 0)
),
arcs_df=data.frame(
begin=c("bgn","bgn","bgn",
"data.training.all","model.selected","fit.data.training.all",
"fit.data.training.all","model.final",
"data.new","predict.data.new",
"data.training.all.prediction","data.new.prediction"),
end =c("data.training.all","data.new","model.selected",
"fit.data.training.all","fit.data.training.all","model.final",
"data.training.all.prediction","predict.data.new",
"predict.data.new","data.new.prediction",
"end","end")
))
#print(ggplot.petrinet(glb_analytics_pn))
print(ggplot.petrinet(glb_analytics_pn) + coord_flip())## Loading required package: grid
glb_analytics_avl_objs <- NULL
glb_chunks_df <- myadd_chunk(NULL, "import.data")## label step_major step_minor bgn end elapsed
## 1 import.data 1 0 8.926 NA NAStep 1.0: import data
chunk option: eval=
#glb_chunks_df <- myadd_chunk(NULL, "import.data")
glb_trnobs_df <- myimport_data(url=glb_trnng_url, comment="glb_trnobs_df",
force_header=TRUE)## [1] "Reading file ./data/statedata.csv..."
## [1] "dimensions of data in ./data/statedata.csv: 50 rows x 15 cols"
## Population Income Illiteracy Life.Exp Murder HS.Grad Frost Area
## 1 3615 3624 2.1 69.05 15.1 41.3 20 50708
## 2 365 6315 1.5 69.31 11.3 66.7 152 566432
## 3 2212 4530 1.8 70.55 7.8 58.1 15 113417
## 4 2110 3378 1.9 70.66 10.1 39.9 65 51945
## 5 21198 5114 1.1 71.71 10.3 62.6 20 156361
## 6 2541 4884 0.7 72.06 6.8 63.9 166 103766
## state.abb state.area x y state.division state.name
## 1 AL 51609 -86.7509 32.5901 East South Central Alabama
## 2 AK 589757 -127.2500 49.2500 Pacific Alaska
## 3 AZ 113909 -111.6250 34.2192 Mountain Arizona
## 4 AR 53104 -92.2992 34.7336 West South Central Arkansas
## 5 CA 158693 -119.7730 36.5341 Pacific California
## 6 CO 104247 -105.5130 38.6777 Mountain Colorado
## state.region
## 1 South
## 2 West
## 3 West
## 4 South
## 5 West
## 6 West
## Population Income Illiteracy Life.Exp Murder HS.Grad Frost Area
## 2 365 6315 1.5 69.31 11.3 66.7 152 566432
## 8 579 4809 0.9 70.06 6.2 54.6 103 1982
## 26 746 4347 0.6 70.56 5.0 59.2 155 145587
## 34 637 5087 0.8 72.78 1.4 50.3 186 69273
## 36 2715 3983 1.1 71.42 6.4 51.6 82 68782
## 48 1799 3617 1.4 69.48 6.7 41.6 100 24070
## state.abb state.area x y state.division state.name
## 2 AK 589757 -127.2500 49.2500 Pacific Alaska
## 8 DE 2057 -74.9841 38.6777 South Atlantic Delaware
## 26 MT 147138 -109.3200 46.8230 Mountain Montana
## 34 ND 70665 -100.0990 47.2517 West North Central North Dakota
## 36 OK 69919 -97.1239 35.5053 West South Central Oklahoma
## 48 WV 24181 -80.6665 38.4204 South Atlantic West Virginia
## state.region
## 2 West
## 8 South
## 26 West
## 34 North Central
## 36 South
## 48 South
## Population Income Illiteracy Life.Exp Murder HS.Grad Frost Area
## 45 472 3907 0.6 71.64 5.5 57.1 168 9267
## 46 4981 4701 1.4 70.08 9.5 47.8 85 39780
## 47 3559 4864 0.6 71.72 4.3 63.5 32 66570
## 48 1799 3617 1.4 69.48 6.7 41.6 100 24070
## 49 4589 4468 0.7 72.48 3.0 54.5 149 54464
## 50 376 4566 0.6 70.29 6.9 62.9 173 97203
## state.abb state.area x y state.division state.name
## 45 VT 9609 -72.5450 44.2508 New England Vermont
## 46 VA 40815 -78.2005 37.5630 South Atlantic Virginia
## 47 WA 68192 -119.7460 47.4231 Pacific Washington
## 48 WV 24181 -80.6665 38.4204 South Atlantic West Virginia
## 49 WI 56154 -89.9941 44.5937 East North Central Wisconsin
## 50 WY 97914 -107.2560 43.0504 Mountain Wyoming
## state.region
## 45 Northeast
## 46 South
## 47 West
## 48 South
## 49 North Central
## 50 West
## 'data.frame': 50 obs. of 15 variables:
## $ Population : int 3615 365 2212 2110 21198 2541 3100 579 8277 4931 ...
## $ Income : int 3624 6315 4530 3378 5114 4884 5348 4809 4815 4091 ...
## $ Illiteracy : num 2.1 1.5 1.8 1.9 1.1 0.7 1.1 0.9 1.3 2 ...
## $ Life.Exp : num 69 69.3 70.5 70.7 71.7 ...
## $ Murder : num 15.1 11.3 7.8 10.1 10.3 6.8 3.1 6.2 10.7 13.9 ...
## $ HS.Grad : num 41.3 66.7 58.1 39.9 62.6 63.9 56 54.6 52.6 40.6 ...
## $ Frost : int 20 152 15 65 20 166 139 103 11 60 ...
## $ Area : int 50708 566432 113417 51945 156361 103766 4862 1982 54090 58073 ...
## $ state.abb : chr "AL" "AK" "AZ" "AR" ...
## $ state.area : int 51609 589757 113909 53104 158693 104247 5009 2057 58560 58876 ...
## $ x : num -86.8 -127.2 -111.6 -92.3 -119.8 ...
## $ y : num 32.6 49.2 34.2 34.7 36.5 ...
## $ state.division: chr "East South Central" "Pacific" "Mountain" "West South Central" ...
## $ state.name : chr "Alabama" "Alaska" "Arizona" "Arkansas" ...
## $ state.region : chr "South" "West" "West" "South" ...
## - attr(*, "comment")= chr "glb_trnobs_df"
## NULL# glb_trnobs_df <- read.delim("data/hygiene.txt", header=TRUE, fill=TRUE, sep="\t",
# fileEncoding='iso-8859-1')
# glb_trnobs_df <- read.table("data/hygiene.dat.labels", col.names=c("dirty"),
# na.strings="[none]")
# glb_trnobs_df$review <- readLines("data/hygiene.dat", n =-1)
# comment(glb_trnobs_df) <- "glb_trnobs_df"
# glb_trnobs_df <- data.frame()
# for (symbol in c("Boeing", "CocaCola", "GE", "IBM", "ProcterGamble")) {
# sym_trnobs_df <-
# myimport_data(url=gsub("IBM", symbol, glb_trnng_url), comment="glb_trnobs_df",
# force_header=TRUE)
# sym_trnobs_df$Symbol <- symbol
# glb_trnobs_df <- myrbind_df(glb_trnobs_df, sym_trnobs_df)
# }
# glb_trnobs_df <-
# glb_trnobs_df %>% dplyr::filter(Year >= 1999)
if (glb_is_separate_newobs_dataset) {
glb_newobs_df <- myimport_data(url=glb_newdt_url, comment="glb_newobs_df",
force_header=TRUE)
# To make plots / stats / checks easier in chunk:inspectORexplore.data
glb_allobs_df <- myrbind_df(glb_trnobs_df, glb_newobs_df);
comment(glb_allobs_df) <- "glb_allobs_df"
} else {
glb_allobs_df <- glb_trnobs_df; comment(glb_allobs_df) <- "glb_allobs_df"
if (!glb_split_entity_newobs_datasets) {
stop("Not implemented yet")
glb_newobs_df <- glb_trnobs_df[sample(1:nrow(glb_trnobs_df),
max(2, nrow(glb_trnobs_df) / 1000)),]
} else if (glb_split_newdata_method == "condition") {
glb_newobs_df <- do.call("subset",
list(glb_trnobs_df, parse(text=glb_split_newdata_condition)))
glb_trnobs_df <- do.call("subset",
list(glb_trnobs_df, parse(text=paste0("!(",
glb_split_newdata_condition,
")"))))
} else if (glb_split_newdata_method == "sample") {
require(caTools)
set.seed(glb_split_sample.seed)
split <- sample.split(glb_trnobs_df[, glb_rsp_var_raw],
SplitRatio=(1-glb_split_newdata_size_ratio))
glb_newobs_df <- glb_trnobs_df[!split, ]
glb_trnobs_df <- glb_trnobs_df[split ,]
} else if (glb_split_newdata_method == "copy") {
glb_trnobs_df <- glb_allobs_df
comment(glb_trnobs_df) <- "glb_trnobs_df"
glb_newobs_df <- glb_allobs_df
comment(glb_newobs_df) <- "glb_newobs_df"
} else stop("glb_split_newdata_method should be %in% c('condition', 'sample', 'copy')")
comment(glb_newobs_df) <- "glb_newobs_df"
myprint_df(glb_newobs_df)
str(glb_newobs_df)
if (glb_split_entity_newobs_datasets) {
myprint_df(glb_trnobs_df)
str(glb_trnobs_df)
}
} ## Loading required package: caTools## Population Income Illiteracy Life.Exp Murder HS.Grad Frost Area
## 2 365 6315 1.5 69.31 11.3 66.7 152 566432
## 4 2110 3378 1.9 70.66 10.1 39.9 65 51945
## 5 21198 5114 1.1 71.71 10.3 62.6 20 156361
## 8 579 4809 0.9 70.06 6.2 54.6 103 1982
## 11 868 4963 1.9 73.60 6.2 61.9 0 6425
## 16 2280 4669 0.6 72.58 4.5 59.9 114 81787
## 20 4122 5299 0.9 70.22 8.5 52.3 101 9891
## 21 5814 4755 1.1 71.83 3.3 58.5 103 7826
## 24 2341 3098 2.4 68.09 12.5 41.0 50 47296
## 26 746 4347 0.6 70.56 5.0 59.2 155 145587
## 31 1144 3601 2.2 70.32 9.7 55.2 120 121412
## 32 18076 4903 1.4 70.55 10.9 52.7 82 47831
## 34 637 5087 0.8 72.78 1.4 50.3 186 69273
## 37 2284 4660 0.6 72.13 4.2 60.0 44 96184
## 50 376 4566 0.6 70.29 6.9 62.9 173 97203
## state.abb state.area x y state.division state.name
## 2 AK 589757 -127.2500 49.2500 Pacific Alaska
## 4 AR 53104 -92.2992 34.7336 West South Central Arkansas
## 5 CA 158693 -119.7730 36.5341 Pacific California
## 8 DE 2057 -74.9841 38.6777 South Atlantic Delaware
## 11 HI 6450 -126.2500 31.7500 Pacific Hawaii
## 16 KS 82264 -98.1156 38.4204 West North Central Kansas
## 20 MD 10577 -76.6459 39.2778 South Atlantic Maryland
## 21 MA 8257 -71.5800 42.3645 New England Massachusetts
## 24 MS 47716 -89.8065 32.6758 East South Central Mississippi
## 26 MT 147138 -109.3200 46.8230 Mountain Montana
## 31 NM 121666 -105.9420 34.4764 Mountain New Mexico
## 32 NY 49576 -75.1449 43.1361 Middle Atlantic New York
## 34 ND 70665 -100.0990 47.2517 West North Central North Dakota
## 37 OR 96981 -120.0680 43.9078 Pacific Oregon
## 50 WY 97914 -107.2560 43.0504 Mountain Wyoming
## state.region
## 2 West
## 4 South
## 5 West
## 8 South
## 11 West
## 16 North Central
## 20 South
## 21 Northeast
## 24 South
## 26 West
## 31 West
## 32 Northeast
## 34 North Central
## 37 West
## 50 West
## 'data.frame': 15 obs. of 15 variables:
## $ Population : int 365 2110 21198 579 868 2280 4122 5814 2341 746 ...
## $ Income : int 6315 3378 5114 4809 4963 4669 5299 4755 3098 4347 ...
## $ Illiteracy : num 1.5 1.9 1.1 0.9 1.9 0.6 0.9 1.1 2.4 0.6 ...
## $ Life.Exp : num 69.3 70.7 71.7 70.1 73.6 ...
## $ Murder : num 11.3 10.1 10.3 6.2 6.2 4.5 8.5 3.3 12.5 5 ...
## $ HS.Grad : num 66.7 39.9 62.6 54.6 61.9 59.9 52.3 58.5 41 59.2 ...
## $ Frost : int 152 65 20 103 0 114 101 103 50 155 ...
## $ Area : int 566432 51945 156361 1982 6425 81787 9891 7826 47296 145587 ...
## $ state.abb : chr "AK" "AR" "CA" "DE" ...
## $ state.area : int 589757 53104 158693 2057 6450 82264 10577 8257 47716 147138 ...
## $ x : num -127.2 -92.3 -119.8 -75 -126.2 ...
## $ y : num 49.2 34.7 36.5 38.7 31.8 ...
## $ state.division: chr "Pacific" "West South Central" "Pacific" "South Atlantic" ...
## $ state.name : chr "Alaska" "Arkansas" "California" "Delaware" ...
## $ state.region : chr "West" "South" "West" "South" ...
## - attr(*, "comment")= chr "glb_newobs_df"
## Population Income Illiteracy Life.Exp Murder HS.Grad Frost Area
## 1 3615 3624 2.1 69.05 15.1 41.3 20 50708
## 3 2212 4530 1.8 70.55 7.8 58.1 15 113417
## 6 2541 4884 0.7 72.06 6.8 63.9 166 103766
## 7 3100 5348 1.1 72.48 3.1 56.0 139 4862
## 9 8277 4815 1.3 70.66 10.7 52.6 11 54090
## 10 4931 4091 2.0 68.54 13.9 40.6 60 58073
## state.abb state.area x y state.division state.name
## 1 AL 51609 -86.7509 32.5901 East South Central Alabama
## 3 AZ 113909 -111.6250 34.2192 Mountain Arizona
## 6 CO 104247 -105.5130 38.6777 Mountain Colorado
## 7 CT 5009 -72.3573 41.5928 New England Connecticut
## 9 FL 58560 -81.6850 27.8744 South Atlantic Florida
## 10 GA 58876 -83.3736 32.3329 South Atlantic Georgia
## state.region
## 1 South
## 3 West
## 6 West
## 7 Northeast
## 9 South
## 10 South
## Population Income Illiteracy Life.Exp Murder HS.Grad Frost Area
## 3 2212 4530 1.8 70.55 7.8 58.1 15 113417
## 7 3100 5348 1.1 72.48 3.1 56.0 139 4862
## 12 813 4119 0.6 71.87 5.3 59.5 126 82677
## 25 4767 4254 0.8 70.69 9.3 48.8 108 68995
## 28 590 5149 0.5 69.03 11.5 65.2 188 109889
## 41 681 4167 0.5 72.08 1.7 53.3 172 75955
## state.abb state.area x y state.division state.name
## 3 AZ 113909 -111.6250 34.2192 Mountain Arizona
## 7 CT 5009 -72.3573 41.5928 New England Connecticut
## 12 ID 83557 -113.9300 43.5648 Mountain Idaho
## 25 MO 69686 -92.5137 38.3347 West North Central Missouri
## 28 NV 110540 -116.8510 39.1063 Mountain Nevada
## 41 SD 77047 -99.7238 44.3365 West North Central South Dakota
## state.region
## 3 West
## 7 Northeast
## 12 West
## 25 North Central
## 28 West
## 41 North Central
## Population Income Illiteracy Life.Exp Murder HS.Grad Frost Area
## 44 1203 4022 0.6 72.90 4.5 67.3 137 82096
## 45 472 3907 0.6 71.64 5.5 57.1 168 9267
## 46 4981 4701 1.4 70.08 9.5 47.8 85 39780
## 47 3559 4864 0.6 71.72 4.3 63.5 32 66570
## 48 1799 3617 1.4 69.48 6.7 41.6 100 24070
## 49 4589 4468 0.7 72.48 3.0 54.5 149 54464
## state.abb state.area x y state.division state.name
## 44 UT 84916 -111.3300 39.1063 Mountain Utah
## 45 VT 9609 -72.5450 44.2508 New England Vermont
## 46 VA 40815 -78.2005 37.5630 South Atlantic Virginia
## 47 WA 68192 -119.7460 47.4231 Pacific Washington
## 48 WV 24181 -80.6665 38.4204 South Atlantic West Virginia
## 49 WI 56154 -89.9941 44.5937 East North Central Wisconsin
## state.region
## 44 West
## 45 Northeast
## 46 South
## 47 West
## 48 South
## 49 North Central
## 'data.frame': 35 obs. of 15 variables:
## $ Population : int 3615 2212 2541 3100 8277 4931 813 11197 5313 2861 ...
## $ Income : int 3624 4530 4884 5348 4815 4091 4119 5107 4458 4628 ...
## $ Illiteracy : num 2.1 1.8 0.7 1.1 1.3 2 0.6 0.9 0.7 0.5 ...
## $ Life.Exp : num 69 70.5 72.1 72.5 70.7 ...
## $ Murder : num 15.1 7.8 6.8 3.1 10.7 13.9 5.3 10.3 7.1 2.3 ...
## $ HS.Grad : num 41.3 58.1 63.9 56 52.6 40.6 59.5 52.6 52.9 59 ...
## $ Frost : int 20 15 166 139 11 60 126 127 122 140 ...
## $ Area : int 50708 113417 103766 4862 54090 58073 82677 55748 36097 55941 ...
## $ state.abb : chr "AL" "AZ" "CO" "CT" ...
## $ state.area : int 51609 113909 104247 5009 58560 58876 83557 56400 36291 56290 ...
## $ x : num -86.8 -111.6 -105.5 -72.4 -81.7 ...
## $ y : num 32.6 34.2 38.7 41.6 27.9 ...
## $ state.division: chr "East South Central" "Mountain" "Mountain" "New England" ...
## $ state.name : chr "Alabama" "Arizona" "Colorado" "Connecticut" ...
## $ state.region : chr "South" "West" "West" "Northeast" ...
## - attr(*, "comment")= chr "glb_trnobs_df"if ((num_nas <- sum(is.na(glb_trnobs_df[, glb_rsp_var_raw]))) > 0)
stop("glb_trnobs_df$", glb_rsp_var_raw, " contains NAs for ", num_nas, " obs")
if (nrow(glb_trnobs_df) == nrow(glb_allobs_df))
warning("glb_trnobs_df same as glb_allobs_df")
if (nrow(glb_newobs_df) == nrow(glb_allobs_df))
warning("glb_newobs_df same as glb_allobs_df")
if (length(glb_drop_vars) > 0) {
warning("dropping vars: ", paste0(glb_drop_vars, collapse=", "))
glb_allobs_df <- glb_allobs_df[, setdiff(names(glb_allobs_df), glb_drop_vars)]
glb_trnobs_df <- glb_trnobs_df[, setdiff(names(glb_trnobs_df), glb_drop_vars)]
glb_newobs_df <- glb_newobs_df[, setdiff(names(glb_newobs_df), glb_drop_vars)]
}
#stop(here"); sav_allobs_df <- glb_allobs_df # glb_allobs_df <- sav_allobs_df
# Combine trnent & newobs into glb_allobs_df for easier manipulation
glb_trnobs_df$.src <- "Train"; glb_newobs_df$.src <- "Test";
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features, ".src")
glb_allobs_df <- myrbind_df(glb_trnobs_df, glb_newobs_df)
comment(glb_allobs_df) <- "glb_allobs_df"
# Check for duplicates in glb_id_var
if (length(glb_id_var) == 0) {
warning("using .rownames as identifiers for observations")
glb_allobs_df$.rownames <- rownames(glb_allobs_df)
glb_trnobs_df$.rownames <- rownames(subset(glb_allobs_df, .src == "Train"))
glb_newobs_df$.rownames <- rownames(subset(glb_allobs_df, .src == "Test"))
glb_id_var <- ".rownames"
}
if (sum(duplicated(glb_allobs_df[, glb_id_var, FALSE])) > 0)
stop(glb_id_var, " duplicated in glb_allobs_df")
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features, glb_id_var)
glb_allobs_df <- orderBy(reformulate(glb_id_var), glb_allobs_df)
glb_trnobs_df <- glb_newobs_df <- NULL
glb_chunks_df <- myadd_chunk(glb_chunks_df, "inspect.data", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 1 import.data 1 0 8.926 9.365 0.44
## 2 inspect.data 2 0 9.366 NA NAStep 2.0: inspect data
#print(str(glb_allobs_df))
#View(glb_allobs_df)
dsp_class_dstrb <- function(var) {
xtab_df <- mycreate_xtab_df(glb_allobs_df, c(".src", var))
rownames(xtab_df) <- xtab_df$.src
xtab_df <- subset(xtab_df, select=-.src)
print(xtab_df)
print(xtab_df / rowSums(xtab_df, na.rm=TRUE))
}
# Performed repeatedly in other chunks
glb_chk_data <- function() {
# Histogram of predictor in glb_trnobs_df & glb_newobs_df
print(myplot_histogram(glb_allobs_df, glb_rsp_var_raw) + facet_wrap(~ .src))
if (glb_is_classification)
dsp_class_dstrb(var=ifelse(glb_rsp_var %in% names(glb_allobs_df),
glb_rsp_var, glb_rsp_var_raw))
mycheck_problem_data(glb_allobs_df)
}
glb_chk_data()
## [1] "numeric data missing in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ 0s in glb_allobs_df: "
## Frost
## 1
## [1] "numeric data w/ Infs in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ NaNs in glb_allobs_df: "
## named integer(0)
## [1] "string data missing in glb_allobs_df: "
## state.abb state.division state.name state.region
## 0 0 0 0# Create new features that help diagnostics
if (!is.null(glb_map_rsp_raw_to_var)) {
glb_allobs_df[, glb_rsp_var] <-
glb_map_rsp_raw_to_var(glb_allobs_df[, glb_rsp_var_raw])
mycheck_map_results(mapd_df=glb_allobs_df,
from_col_name=glb_rsp_var_raw, to_col_name=glb_rsp_var)
if (glb_is_classification) dsp_class_dstrb(glb_rsp_var)
}
# check distribution of all numeric data
dsp_numeric_feats_dstrb <- function(feats_vctr) {
for (feat in feats_vctr) {
print(sprintf("feat: %s", feat))
if (glb_is_regression)
gp <- myplot_scatter(df=glb_allobs_df, ycol_name=glb_rsp_var, xcol_name=feat,
smooth=TRUE)
if (glb_is_classification)
gp <- myplot_box(df=glb_allobs_df, ycol_names=feat, xcol_name=glb_rsp_var)
if (inherits(glb_allobs_df[, feat], "factor"))
gp <- gp + facet_wrap(reformulate(feat))
print(gp)
}
}
# dsp_numeric_vars_dstrb(setdiff(names(glb_allobs_df),
# union(myfind_chr_cols_df(glb_allobs_df),
# c(glb_rsp_var_raw, glb_rsp_var))))
add_new_diag_feats <- function(obs_df, ref_df=glb_allobs_df) {
require(plyr)
obs_df <- mutate(obs_df,
# <col_name>.NA=is.na(<col_name>),
# <col_name>.fctr=factor(<col_name>,
# as.factor(union(obs_df$<col_name>, obs_twin_df$<col_name>))),
# <col_name>.fctr=relevel(factor(<col_name>,
# as.factor(union(obs_df$<col_name>, obs_twin_df$<col_name>))),
# "<ref_val>"),
# <col2_name>.fctr=relevel(factor(ifelse(<col1_name> == <val>, "<oth_val>", "<ref_val>")),
# as.factor(c("R", "<ref_val>")),
# ref="<ref_val>"),
# This doesn't work - use sapply instead
# <col_name>.fctr_num=grep(<col_name>, levels(<col_name>.fctr)),
#
# Date.my=as.Date(strptime(Date, "%m/%d/%y %H:%M")),
# Year=year(Date.my),
# Month=months(Date.my),
# Weekday=weekdays(Date.my)
# <col_name>=<table>[as.character(<col2_name>)],
# <col_name>=as.numeric(<col2_name>),
# <col_name> = trunc(<col2_name> / 100),
.rnorm = rnorm(n=nrow(obs_df))
)
# If levels of a factor are different across obs_df & glb_newobs_df; predict.glm fails
# Transformations not handled by mutate
# obs_df$<col_name>.fctr.num <- sapply(1:nrow(obs_df),
# function(row_ix) grep(obs_df[row_ix, "<col_name>"],
# levels(obs_df[row_ix, "<col_name>.fctr"])))
#print(summary(obs_df))
#print(sapply(names(obs_df), function(col) sum(is.na(obs_df[, col]))))
return(obs_df)
}
glb_allobs_df <- add_new_diag_feats(glb_allobs_df)## Loading required package: plyrrequire(dplyr)## Loading required package: dplyr
##
## Attaching package: 'dplyr'
##
## The following objects are masked from 'package:plyr':
##
## arrange, count, desc, failwith, id, mutate, rename, summarise,
## summarize
##
## The following object is masked from 'package:stats':
##
## filter
##
## The following objects are masked from 'package:base':
##
## intersect, setdiff, setequal, union#stop(here"); sav_allobs_df <- glb_allobs_df # glb_allobs_df <- sav_allobs_df
# Merge some <descriptor>
# glb_allobs_df$<descriptor>.my <- glb_allobs_df$<descriptor>
# glb_allobs_df[grepl("\\bAIRPORT\\b", glb_allobs_df$<descriptor>.my),
# "<descriptor>.my"] <- "AIRPORT"
# glb_allobs_df$<descriptor>.my <-
# plyr::revalue(glb_allobs_df$<descriptor>.my, c(
# "ABANDONED BUILDING" = "OTHER",
# "##" = "##"
# ))
# print(<descriptor>_freq_df <- mycreate_sqlxtab_df(glb_allobs_df, c("<descriptor>.my")))
# # print(dplyr::filter(<descriptor>_freq_df, grepl("(MEDICAL|DENTAL|OFFICE)", <descriptor>.my)))
# # print(dplyr::filter(dplyr::select(glb_allobs_df, -<var.zoo>),
# # grepl("STORE", <descriptor>.my)))
# glb_exclude_vars_as_features <- c(glb_exclude_vars_as_features, "<descriptor>")
# Check distributions of newly transformed / extracted vars
# Enhancement: remove vars that were displayed ealier
dsp_numeric_feats_dstrb(feats_vctr=setdiff(names(glb_allobs_df),
c(myfind_chr_cols_df(glb_allobs_df), glb_rsp_var_raw, glb_rsp_var,
glb_exclude_vars_as_features)))## [1] "feat: Population"
## [1] "feat: Income"
## [1] "feat: Illiteracy"
## [1] "feat: Murder"
## [1] "feat: HS.Grad"
## [1] "feat: Frost"
## [1] "feat: Area"
## [1] "feat: state.area"
## [1] "feat: x"
## [1] "feat: y"
## [1] "feat: .rnorm"
# Convert factors to dummy variables
# Build splines require(splines); bsBasis <- bs(training$age, df=3)
#pairs(subset(glb_trnobs_df, select=-c(col_symbol)))
# Check for glb_newobs_df & glb_trnobs_df features range mismatches
# Other diagnostics:
# print(subset(glb_trnobs_df, <col1_name> == max(glb_trnobs_df$<col1_name>, na.rm=TRUE) &
# <col2_name> <= mean(glb_trnobs_df$<col1_name>, na.rm=TRUE)))
# print(glb_trnobs_df[which.max(glb_trnobs_df$<col_name>),])
# print(<col_name>_freq_glb_trnobs_df <- mycreate_tbl_df(glb_trnobs_df, "<col_name>"))
# print(which.min(table(glb_trnobs_df$<col_name>)))
# print(which.max(table(glb_trnobs_df$<col_name>)))
# print(which.max(table(glb_trnobs_df$<col1_name>, glb_trnobs_df$<col2_name>)[, 2]))
# print(table(glb_trnobs_df$<col1_name>, glb_trnobs_df$<col2_name>))
# print(table(is.na(glb_trnobs_df$<col1_name>), glb_trnobs_df$<col2_name>))
# print(table(sign(glb_trnobs_df$<col1_name>), glb_trnobs_df$<col2_name>))
# print(mycreate_xtab_df(glb_trnobs_df, <col1_name>))
# print(mycreate_xtab_df(glb_trnobs_df, c(<col1_name>, <col2_name>)))
# print(<col1_name>_<col2_name>_xtab_glb_trnobs_df <-
# mycreate_xtab_df(glb_trnobs_df, c("<col1_name>", "<col2_name>")))
# <col1_name>_<col2_name>_xtab_glb_trnobs_df[is.na(<col1_name>_<col2_name>_xtab_glb_trnobs_df)] <- 0
# print(<col1_name>_<col2_name>_xtab_glb_trnobs_df <-
# mutate(<col1_name>_<col2_name>_xtab_glb_trnobs_df,
# <col3_name>=(<col1_name> * 1.0) / (<col1_name> + <col2_name>)))
# print(mycreate_sqlxtab_df(glb_allobs_df, c("<col1_name>", "<col2_name>")))
# print(<col2_name>_min_entity_arr <-
# sort(tapply(glb_trnobs_df$<col1_name>, glb_trnobs_df$<col2_name>, min, na.rm=TRUE)))
# print(<col1_name>_na_by_<col2_name>_arr <-
# sort(tapply(glb_trnobs_df$<col1_name>.NA, glb_trnobs_df$<col2_name>, mean, na.rm=TRUE)))
# Other plots:
# print(myplot_box(df=glb_trnobs_df, ycol_names="<col1_name>"))
# print(myplot_box(df=glb_trnobs_df, ycol_names="<col1_name>", xcol_name="<col2_name>"))
# print(myplot_line(subset(glb_trnobs_df, Symbol %in% c("CocaCola", "ProcterGamble")),
# "Date.POSIX", "StockPrice", facet_row_colnames="Symbol") +
# geom_vline(xintercept=as.numeric(as.POSIXlt("2003-03-01"))) +
# geom_vline(xintercept=as.numeric(as.POSIXlt("1983-01-01")))
# )
# print(myplot_line(subset(glb_trnobs_df, Date.POSIX > as.POSIXct("2004-01-01")),
# "Date.POSIX", "StockPrice") +
# geom_line(aes(color=Symbol)) +
# coord_cartesian(xlim=c(as.POSIXct("1990-01-01"),
# as.POSIXct("2000-01-01"))) +
# coord_cartesian(ylim=c(0, 250)) +
# geom_vline(xintercept=as.numeric(as.POSIXlt("1997-09-01"))) +
# geom_vline(xintercept=as.numeric(as.POSIXlt("1997-11-01")))
# )
# print(myplot_scatter(glb_allobs_df, "<col1_name>", "<col2_name>", smooth=TRUE))
# print(myplot_scatter(glb_allobs_df, "<col1_name>", "<col2_name>", colorcol_name="<Pred.fctr>") +
# geom_point(data=subset(glb_allobs_df, <condition>),
# mapping=aes(x=<x_var>, y=<y_var>), color="red", shape=4, size=5) +
# geom_vline(xintercept=84))
glb_chunks_df <- myadd_chunk(glb_chunks_df, "scrub.data", major.inc=FALSE)## label step_major step_minor bgn end elapsed
## 2 inspect.data 2 0 9.366 13.968 4.602
## 3 scrub.data 2 1 13.968 NA NAStep 2.1: scrub data
mycheck_problem_data(glb_allobs_df)## [1] "numeric data missing in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ 0s in glb_allobs_df: "
## Frost
## 1
## [1] "numeric data w/ Infs in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ NaNs in glb_allobs_df: "
## named integer(0)
## [1] "string data missing in glb_allobs_df: "
## state.abb state.division state.name state.region
## 0 0 0 0dsp_catgs <- function() {
print("NewsDesk:")
print(table(glb_allobs_df$NewsDesk))
print("SectionName:")
print(table(glb_allobs_df$SectionName))
print("SubsectionName:")
print(table(glb_allobs_df$SubsectionName))
}
# sel_obs <- function(Popular=NULL,
# NewsDesk=NULL, SectionName=NULL, SubsectionName=NULL,
# Headline.contains=NULL, Snippet.contains=NULL, Abstract.contains=NULL,
# Headline.pfx=NULL, NewsDesk.nb=NULL, .clusterid=NULL, myCategory=NULL,
# perl=FALSE) {
sel_obs <- function(vars_lst) {
tmp_df <- glb_allobs_df
# Does not work for Popular == NAs ???
if (!is.null(Popular)) {
if (is.na(Popular))
tmp_df <- tmp_df[is.na(tmp_df$Popular), ] else
tmp_df <- tmp_df[tmp_df$Popular == Popular, ]
}
if (!is.null(NewsDesk))
tmp_df <- tmp_df[tmp_df$NewsDesk == NewsDesk, ]
if (!is.null(SectionName))
tmp_df <- tmp_df[tmp_df$SectionName == SectionName, ]
if (!is.null(SubsectionName))
tmp_df <- tmp_df[tmp_df$SubsectionName == SubsectionName, ]
if (!is.null(Headline.contains))
tmp_df <-
tmp_df[grep(Headline.contains, tmp_df$Headline, perl=perl), ]
if (!is.null(Snippet.contains))
tmp_df <-
tmp_df[grep(Snippet.contains, tmp_df$Snippet, perl=perl), ]
if (!is.null(Abstract.contains))
tmp_df <-
tmp_df[grep(Abstract.contains, tmp_df$Abstract, perl=perl), ]
if (!is.null(Headline.pfx)) {
if (length(grep("Headline.pfx", names(tmp_df), fixed=TRUE, value=TRUE))
> 0) tmp_df <-
tmp_df[tmp_df$Headline.pfx == Headline.pfx, ] else
warning("glb_allobs_df does not contain Headline.pfx; ignoring that filter")
}
if (!is.null(NewsDesk.nb)) {
if (any(grepl("NewsDesk.nb", names(tmp_df), fixed=TRUE)) > 0)
tmp_df <-
tmp_df[tmp_df$NewsDesk.nb == NewsDesk.nb, ] else
warning("glb_allobs_df does not contain NewsDesk.nb; ignoring that filter")
}
if (!is.null(.clusterid)) {
if (any(grepl(".clusterid", names(tmp_df), fixed=TRUE)) > 0)
tmp_df <-
tmp_df[tmp_df$clusterid == clusterid, ] else
warning("glb_allobs_df does not contain clusterid; ignoring that filter") }
if (!is.null(myCategory)) {
if (!(myCategory %in% names(glb_allobs_df)))
tmp_df <-
tmp_df[tmp_df$myCategory == myCategory, ] else
warning("glb_allobs_df does not contain myCategory; ignoring that filter")
}
return(glb_allobs_df$UniqueID %in% tmp_df$UniqueID)
}
dsp_obs <- function(..., cols=c(NULL), all=FALSE) {
tmp_df <- glb_allobs_df[sel_obs(...),
union(c("UniqueID", "Popular", "myCategory", "Headline"), cols), FALSE]
if(all) { print(tmp_df) } else { myprint_df(tmp_df) }
}
#dsp_obs(Popular=1, NewsDesk="", SectionName="", Headline.contains="Boehner")
# dsp_obs(Popular=1, NewsDesk="", SectionName="")
# dsp_obs(Popular=NA, NewsDesk="", SectionName="")
dsp_tbl <- function(...) {
tmp_entity_df <- glb_allobs_df[sel_obs(...), ]
tmp_tbl <- table(tmp_entity_df$NewsDesk,
tmp_entity_df$SectionName,
tmp_entity_df$SubsectionName,
tmp_entity_df$Popular, useNA="ifany")
#print(names(tmp_tbl))
#print(dimnames(tmp_tbl))
print(tmp_tbl)
}
dsp_hdlxtab <- function(str)
print(mycreate_sqlxtab_df(glb_allobs_df[sel_obs(Headline.contains=str), ],
c("Headline.pfx", "Headline", glb_rsp_var)))
#dsp_hdlxtab("(1914)|(1939)")
dsp_catxtab <- function(str)
print(mycreate_sqlxtab_df(glb_allobs_df[sel_obs(Headline.contains=str), ],
c("Headline.pfx", "NewsDesk", "SectionName", "SubsectionName", glb_rsp_var)))
# dsp_catxtab("1914)|(1939)")
# dsp_catxtab("19(14|39|64):")
# dsp_catxtab("19..:")
# Create myCategory <- NewsDesk#SectionName#SubsectionName
# Fix some data before merging categories
# glb_allobs_df[sel_obs(Headline.contains="Your Turn:", NewsDesk=""),
# "NewsDesk"] <- "Styles"
# glb_allobs_df[sel_obs(Headline.contains="School", NewsDesk="", SectionName="U.S.",
# SubsectionName=""),
# "SubsectionName"] <- "Education"
# glb_allobs_df[sel_obs(Headline.contains="Today in Small Business:", NewsDesk="Business"),
# "SectionName"] <- "Business Day"
# glb_allobs_df[sel_obs(Headline.contains="Today in Small Business:", NewsDesk="Business"),
# "SubsectionName"] <- "Small Business"
# glb_allobs_df[sel_obs(Headline.contains="Readers Respond:"),
# "SectionName"] <- "Opinion"
# glb_allobs_df[sel_obs(Headline.contains="Readers Respond:"),
# "SubsectionName"] <- "Room For Debate"
# glb_allobs_df[sel_obs(NewsDesk="Business", SectionName="", SubsectionName="", Popular=NA),
# "SubsectionName"] <- "Small Business"
# print(glb_allobs_df[glb_allobs_df$UniqueID %in% c(7973),
# c("UniqueID", "Headline", "myCategory", "NewsDesk", "SectionName", "SubsectionName")])
#
# glb_allobs_df[sel_obs(NewsDesk="Business", SectionName="", SubsectionName=""),
# "SectionName"] <- "Technology"
# print(glb_allobs_df[glb_allobs_df$UniqueID %in% c(5076, 5736, 5924, 5911, 6532),
# c("UniqueID", "Headline", "myCategory", "NewsDesk", "SectionName", "SubsectionName")])
#
# glb_allobs_df[sel_obs(SectionName="Health"),
# "NewsDesk"] <- "Science"
# glb_allobs_df[sel_obs(SectionName="Travel"),
# "NewsDesk"] <- "Travel"
#
# glb_allobs_df[sel_obs(SubsectionName="Fashion & Style"),
# "SectionName"] <- ""
# glb_allobs_df[sel_obs(SubsectionName="Fashion & Style"),
# "SubsectionName"] <- ""
# glb_allobs_df[sel_obs(NewsDesk="Styles", SectionName="", SubsectionName="", Popular=1),
# "SectionName"] <- "U.S."
# print(glb_allobs_df[glb_allobs_df$UniqueID %in% c(5486),
# c("UniqueID", "Headline", "myCategory", "NewsDesk", "SectionName", "SubsectionName")])
#
# glb_allobs_df$myCategory <- paste(glb_allobs_df$NewsDesk,
# glb_allobs_df$SectionName,
# glb_allobs_df$SubsectionName,
# sep="#")
# dsp_obs( Headline.contains="Music:"
# #,NewsDesk=""
# #,SectionName=""
# #,SubsectionName="Fashion & Style"
# #,Popular=1 #NA
# ,cols= c("UniqueID", "Headline", "Popular", "myCategory",
# "NewsDesk", "SectionName", "SubsectionName"),
# all=TRUE)
# dsp_obs( Headline.contains="."
# ,NewsDesk=""
# ,SectionName="Opinion"
# ,SubsectionName=""
# #,Popular=1 #NA
# ,cols= c("UniqueID", "Headline", "Popular", "myCategory",
# "NewsDesk", "SectionName", "SubsectionName"),
# all=TRUE)
# Merge some categories
# glb_allobs_df$myCategory <-
# plyr::revalue(glb_allobs_df$myCategory, c(
# "#Business Day#Dealbook" = "Business#Business Day#Dealbook",
# "#Business Day#Small Business" = "Business#Business Day#Small Business",
# "#Crosswords/Games#" = "Business#Crosswords/Games#",
# "Business##" = "Business#Technology#",
# "#Open#" = "Business#Technology#",
# "#Technology#" = "Business#Technology#",
#
# "#Arts#" = "Culture#Arts#",
# "Culture##" = "Culture#Arts#",
#
# "#World#Asia Pacific" = "Foreign#World#Asia Pacific",
# "Foreign##" = "Foreign#World#",
#
# "#N.Y. / Region#" = "Metro#N.Y. / Region#",
#
# "#Opinion#" = "OpEd#Opinion#",
# "OpEd##" = "OpEd#Opinion#",
#
# "#Health#" = "Science#Health#",
# "Science##" = "Science#Health#",
#
# "Styles##" = "Styles##Fashion",
# "Styles#Health#" = "Science#Health#",
# "Styles#Style#Fashion & Style" = "Styles##Fashion",
#
# "#Travel#" = "Travel#Travel#",
#
# "Magazine#Magazine#" = "myOther",
# "National##" = "myOther",
# "National#U.S.#Politics" = "myOther",
# "Sports##" = "myOther",
# "Sports#Sports#" = "myOther",
# "#U.S.#" = "myOther",
#
#
# # "Business##Small Business" = "Business#Business Day#Small Business",
# #
# # "#Opinion#" = "#Opinion#Room For Debate",
# "##" = "##"
# # "Business##" = "Business#Business Day#Dealbook",
# # "Foreign#World#" = "Foreign##",
# # "#Open#" = "Other",
# # "#Opinion#The Public Editor" = "OpEd#Opinion#",
# # "Styles#Health#" = "Styles##",
# # "Styles#Style#Fashion & Style" = "Styles##",
# # "#U.S.#" = "#U.S.#Education",
# ))
# ctgry_xtab_df <- orderBy(reformulate(c("-", ".n")),
# mycreate_sqlxtab_df(glb_allobs_df,
# c("myCategory", "NewsDesk", "SectionName", "SubsectionName", glb_rsp_var)))
# myprint_df(ctgry_xtab_df)
# write.table(ctgry_xtab_df, paste0(glb_out_pfx, "ctgry_xtab.csv"),
# row.names=FALSE)
# ctgry_cast_df <- orderBy(~ -Y -NA, dcast(ctgry_xtab_df,
# myCategory + NewsDesk + SectionName + SubsectionName ~
# Popular.fctr, sum, value.var=".n"))
# myprint_df(ctgry_cast_df)
# write.table(ctgry_cast_df, paste0(glb_out_pfx, "ctgry_cast.csv"),
# row.names=FALSE)
# print(ctgry_sum_tbl <- table(glb_allobs_df$myCategory, glb_allobs_df[, glb_rsp_var],
# useNA="ifany"))
dsp_chisq.test <- function(...) {
sel_df <- glb_allobs_df[sel_obs(...) &
!is.na(glb_allobs_df$Popular), ]
sel_df$.marker <- 1
ref_df <- glb_allobs_df[!is.na(glb_allobs_df$Popular), ]
mrg_df <- merge(ref_df[, c(glb_id_var, "Popular")],
sel_df[, c(glb_id_var, ".marker")], all.x=TRUE)
mrg_df[is.na(mrg_df)] <- 0
print(mrg_tbl <- table(mrg_df$.marker, mrg_df$Popular))
print("Rows:Selected; Cols:Popular")
#print(mrg_tbl)
print(chisq.test(mrg_tbl))
}
# dsp_chisq.test(Headline.contains="[Ee]bola")
# dsp_chisq.test(Snippet.contains="[Ee]bola")
# dsp_chisq.test(Abstract.contains="[Ee]bola")
# print(mycreate_sqlxtab_df(glb_allobs_df[sel_obs(Headline.contains="[Ee]bola"), ],
# c(glb_rsp_var, "NewsDesk", "SectionName", "SubsectionName")))
# print(table(glb_allobs_df$NewsDesk, glb_allobs_df$SectionName))
# print(table(glb_allobs_df$SectionName, glb_allobs_df$SubsectionName))
# print(table(glb_allobs_df$NewsDesk, glb_allobs_df$SectionName, glb_allobs_df$SubsectionName))
# glb_allobs_df$myCategory.fctr <- as.factor(glb_allobs_df$myCategory)
# glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features,
# c("myCategory", "NewsDesk", "SectionName", "SubsectionName"))
# Copy Headline into Snipper & Abstract if they are empty
# print(glb_allobs_df[nchar(glb_allobs_df[, "Snippet"]) == 0, c("Headline", "Snippet")])
# print(glb_allobs_df[glb_allobs_df$Headline == glb_allobs_df$Snippet,
# c("UniqueID", "Headline", "Snippet")])
# glb_allobs_df[nchar(glb_allobs_df[, "Snippet"]) == 0, "Snippet"] <-
# glb_allobs_df[nchar(glb_allobs_df[, "Snippet"]) == 0, "Headline"]
#
# print(glb_allobs_df[nchar(glb_allobs_df[, "Abstract"]) == 0, c("Headline", "Abstract")])
# print(glb_allobs_df[glb_allobs_df$Headline == glb_allobs_df$Abstract,
# c("UniqueID", "Headline", "Abstract")])
# glb_allobs_df[nchar(glb_allobs_df[, "Abstract"]) == 0, "Abstract"] <-
# glb_allobs_df[nchar(glb_allobs_df[, "Abstract"]) == 0, "Headline"]
# WordCount_0_df <- subset(glb_allobs_df, WordCount == 0)
# table(WordCount_0_df$Popular, WordCount_0_df$WordCount, useNA="ifany")
# myprint_df(WordCount_0_df[,
# c("UniqueID", "Popular", "WordCount", "Headline")])Step 2.1: scrub data
glb_chunks_df <- myadd_chunk(glb_chunks_df, "transform.data", major.inc=FALSE)## label step_major step_minor bgn end elapsed
## 3 scrub.data 2 1 13.968 15.244 1.276
## 4 transform.data 2 2 15.244 NA NA### Mapping dictionary
#sav_allobs_df <- glb_allobs_df; glb_allobs_df <- sav_allobs_df
if (!is.null(glb_map_vars)) {
for (feat in glb_map_vars) {
map_df <- myimport_data(url=glb_map_urls[[feat]],
comment="map_df",
print_diagn=TRUE)
glb_allobs_df <- mymap_codes(glb_allobs_df, feat, names(map_df)[2],
map_df, map_join_col_name=names(map_df)[1],
map_tgt_col_name=names(map_df)[2])
}
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features, glb_map_vars)
}
### Forced Assignments
#stop(here"); sav_allobs_df <- glb_allobs_df; glb_allobs_df <- sav_allobs_df
for (feat in glb_assign_vars) {
new_feat <- paste0(feat, ".my")
print(sprintf("Forced Assignments for: %s -> %s...", feat, new_feat))
glb_allobs_df[, new_feat] <- glb_allobs_df[, feat]
pairs <- glb_assign_pairs_lst[[feat]]
for (pair_ix in 1:length(pairs$from)) {
if (is.na(pairs$from[pair_ix]))
nobs <- nrow(filter(glb_allobs_df,
is.na(eval(parse(text=feat),
envir=glb_allobs_df)))) else
nobs <- sum(glb_allobs_df[, feat] == pairs$from[pair_ix])
#nobs <- nrow(filter(glb_allobs_df, is.na(Married.fctr))) ; print(nobs)
if ((is.na(pairs$from[pair_ix])) && (is.na(pairs$to[pair_ix])))
stop("what are you trying to do ???")
if (is.na(pairs$from[pair_ix]))
glb_allobs_df[is.na(glb_allobs_df[, feat]), new_feat] <-
pairs$to[pair_ix] else
glb_allobs_df[glb_allobs_df[, feat] == pairs$from[pair_ix], new_feat] <-
pairs$to[pair_ix]
print(sprintf(" %s -> %s for %s obs",
pairs$from[pair_ix], pairs$to[pair_ix], format(nobs, big.mark=",")))
}
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features, glb_assign_vars)
}
### Derivations using mapping functions
#stop(here"); sav_allobs_df <- glb_allobs_df; glb_allobs_df <- sav_allobs_df
for (new_feat in glb_derive_vars) {
print(sprintf("Creating new feature: %s...", new_feat))
args_lst <- NULL
for (arg in glb_derive_lst[[new_feat]]$args)
args_lst[[arg]] <- glb_allobs_df[, arg]
glb_allobs_df[, new_feat] <- do.call(glb_derive_lst[[new_feat]]$mapfn, args_lst)
}Step 2.2: transform data
#```{r extract_features, cache=FALSE, eval=!is.null(glb_txt_vars)}
glb_chunks_df <- myadd_chunk(glb_chunks_df, "extract.features", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 4 transform.data 2 2 15.244 15.3 0.056
## 5 extract.features 3 0 15.300 NA NAextract.features_chunk_df <- myadd_chunk(NULL, "extract.features_bgn")## label step_major step_minor bgn end elapsed
## 1 extract.features_bgn 1 0 15.305 NA NA# Options:
# Select Tf, log(1 + Tf), Tf-IDF or BM25Tf-IDf
# Create new features that help prediction
# <col_name>.lag.2 <- lag(zoo(glb_trnobs_df$<col_name>), -2, na.pad=TRUE)
# glb_trnobs_df[, "<col_name>.lag.2"] <- coredata(<col_name>.lag.2)
# <col_name>.lag.2 <- lag(zoo(glb_newobs_df$<col_name>), -2, na.pad=TRUE)
# glb_newobs_df[, "<col_name>.lag.2"] <- coredata(<col_name>.lag.2)
#
# glb_newobs_df[1, "<col_name>.lag.2"] <- glb_trnobs_df[nrow(glb_trnobs_df) - 1,
# "<col_name>"]
# glb_newobs_df[2, "<col_name>.lag.2"] <- glb_trnobs_df[nrow(glb_trnobs_df),
# "<col_name>"]
# glb_allobs_df <- mutate(glb_allobs_df,
# A.P.http=ifelse(grepl("http",Added,fixed=TRUE), 1, 0)
# )
#
# glb_trnobs_df <- mutate(glb_trnobs_df,
# )
#
# glb_newobs_df <- mutate(glb_newobs_df,
# )
# Convert dates to numbers
# typically, dates come in as chars;
# so this must be done before converting chars to factors
#stop(here"); sav_allobs_df <- glb_allobs_df #; glb_allobs_df <- sav_allobs_df
if (!is.null(glb_date_vars)) {
glb_allobs_df <- cbind(glb_allobs_df,
myextract_dates_df(df=glb_allobs_df, vars=glb_date_vars,
id_vars=glb_id_var, rsp_var=glb_rsp_var))
for (sfx in c("", ".POSIX"))
glb_exclude_vars_as_features <-
union(glb_exclude_vars_as_features,
paste(glb_date_vars, sfx, sep=""))
for (feat in glb_date_vars) {
glb_allobs_df <- orderBy(reformulate(paste0(feat, ".POSIX")), glb_allobs_df)
# print(myplot_scatter(glb_allobs_df, xcol_name=paste0(feat, ".POSIX"),
# ycol_name=glb_rsp_var, colorcol_name=glb_rsp_var))
print(myplot_scatter(glb_allobs_df[glb_allobs_df[, paste0(feat, ".POSIX")] >=
strptime("2012-12-01", "%Y-%m-%d"), ],
xcol_name=paste0(feat, ".POSIX"),
ycol_name=glb_rsp_var, colorcol_name=paste0(feat, ".wkend")))
# Create features that measure the gap between previous timestamp in the data
require(zoo)
z <- zoo(as.numeric(as.POSIXlt(glb_allobs_df[, paste0(feat, ".POSIX")])))
glb_allobs_df[, paste0(feat, ".zoo")] <- z
print(head(glb_allobs_df[, c(glb_id_var, feat, paste0(feat, ".zoo"))]))
print(myplot_scatter(glb_allobs_df[glb_allobs_df[, paste0(feat, ".POSIX")] >
strptime("2012-10-01", "%Y-%m-%d"), ],
xcol_name=paste0(feat, ".zoo"), ycol_name=glb_rsp_var,
colorcol_name=glb_rsp_var))
b <- zoo(, seq(nrow(glb_allobs_df)))
last1 <- as.numeric(merge(z-lag(z, -1), b, all=TRUE)); last1[is.na(last1)] <- 0
glb_allobs_df[, paste0(feat, ".last1.log")] <- log(1 + last1)
print(gp <- myplot_box(df=glb_allobs_df[glb_allobs_df[,
paste0(feat, ".last1.log")] > 0, ],
ycol_names=paste0(feat, ".last1.log"),
xcol_name=glb_rsp_var))
last2 <- as.numeric(merge(z-lag(z, -2), b, all=TRUE)); last2[is.na(last2)] <- 0
glb_allobs_df[, paste0(feat, ".last2.log")] <- log(1 + last2)
print(gp <- myplot_box(df=glb_allobs_df[glb_allobs_df[,
paste0(feat, ".last2.log")] > 0, ],
ycol_names=paste0(feat, ".last2.log"),
xcol_name=glb_rsp_var))
last10 <- as.numeric(merge(z-lag(z, -10), b, all=TRUE)); last10[is.na(last10)] <- 0
glb_allobs_df[, paste0(feat, ".last10.log")] <- log(1 + last10)
print(gp <- myplot_box(df=glb_allobs_df[glb_allobs_df[,
paste0(feat, ".last10.log")] > 0, ],
ycol_names=paste0(feat, ".last10.log"),
xcol_name=glb_rsp_var))
last100 <- as.numeric(merge(z-lag(z, -100), b, all=TRUE)); last100[is.na(last100)] <- 0
glb_allobs_df[, paste0(feat, ".last100.log")] <- log(1 + last100)
print(gp <- myplot_box(df=glb_allobs_df[glb_allobs_df[,
paste0(feat, ".last100.log")] > 0, ],
ycol_names=paste0(feat, ".last100.log"),
xcol_name=glb_rsp_var))
glb_allobs_df <- orderBy(reformulate(glb_id_var), glb_allobs_df)
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features,
c(paste0(feat, ".zoo")))
# all2$last3 = as.numeric(merge(z-lag(z, -3), b, all = TRUE))
# all2$last5 = as.numeric(merge(z-lag(z, -5), b, all = TRUE))
# all2$last10 = as.numeric(merge(z-lag(z, -10), b, all = TRUE))
# all2$last20 = as.numeric(merge(z-lag(z, -20), b, all = TRUE))
# all2$last50 = as.numeric(merge(z-lag(z, -50), b, all = TRUE))
#
#
# # order table
# all2 = all2[order(all2$id),]
#
# ## fill in NAs
# # count averages
# na.avg = all2 %>% group_by(weekend, hour) %>% dplyr::summarise(
# last1=mean(last1, na.rm=TRUE),
# last3=mean(last3, na.rm=TRUE),
# last5=mean(last5, na.rm=TRUE),
# last10=mean(last10, na.rm=TRUE),
# last20=mean(last20, na.rm=TRUE),
# last50=mean(last50, na.rm=TRUE)
# )
#
# # fill in averages
# na.merge = merge(all2, na.avg, by=c("weekend","hour"))
# na.merge = na.merge[order(na.merge$id),]
# for(i in c("last1", "last3", "last5", "last10", "last20", "last50")) {
# y = paste0(i, ".y")
# idx = is.na(all2[[i]])
# all2[idx,][[i]] <- na.merge[idx,][[y]]
# }
# rm(na.avg, na.merge, b, i, idx, n, pd, sec, sh, y, z)
}
}
rm(last1, last10, last100)## Warning in rm(last1, last10, last100): object 'last1' not found## Warning in rm(last1, last10, last100): object 'last10' not found## Warning in rm(last1, last10, last100): object 'last100' not found# Create factors of string variables
extract.features_chunk_df <- myadd_chunk(extract.features_chunk_df,
paste0("extract.features_", "factorize.str.vars"), major.inc=TRUE)## label step_major step_minor bgn end
## 1 extract.features_bgn 1 0 15.305 15.317
## 2 extract.features_factorize.str.vars 2 0 15.318 NA
## elapsed
## 1 0.012
## 2 NA#stop(here"); sav_allobs_df <- glb_allobs_df; #glb_allobs_df <- sav_allobs_df
print(str_vars <- myfind_chr_cols_df(glb_allobs_df))## state.abb state.division state.name state.region
## "state.abb" "state.division" "state.name" "state.region"
## .src
## ".src"if (length(str_vars <- setdiff(str_vars,
c(glb_exclude_vars_as_features, glb_txt_vars))) > 0) {
for (var in str_vars) {
warning("Creating factors of string variable: ", var,
": # of unique values: ", length(unique(glb_allobs_df[, var])))
glb_allobs_df[, paste0(var, ".fctr")] <-
relevel(factor(glb_allobs_df[, var]),
names(which.max(table(glb_allobs_df[, var], useNA = "ifany"))))
}
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features, str_vars)
}## Warning: Creating factors of string variable: state.division: # of unique
## values: 9## Warning: Creating factors of string variable: state.region: # of unique
## values: 4if (!is.null(glb_txt_vars)) {
require(foreach)
require(gsubfn)
require(stringr)
require(tm)
extract.features_chunk_df <- myadd_chunk(extract.features_chunk_df,
paste0("extract.features_", "process.text"), major.inc=TRUE)
chk_pattern_freq <- function(rex_str, ignore.case=TRUE) {
match_mtrx <- str_extract_all(txt_vctr, regex(rex_str, ignore_case=ignore.case),
simplify=TRUE)
match_df <- as.data.frame(match_mtrx[match_mtrx != ""])
names(match_df) <- "pattern"
return(mycreate_sqlxtab_df(match_df, "pattern"))
}
# match_lst <- gregexpr("\\bok(?!ay)", txt_vctr[746], ignore.case = FALSE, perl=TRUE); print(match_lst)
dsp_pattern <- function(rex_str, ignore.case=TRUE, print.all=TRUE) {
match_lst <- gregexpr(rex_str, txt_vctr, ignore.case = ignore.case, perl=TRUE)
match_lst <- regmatches(txt_vctr, match_lst)
match_df <- data.frame(matches=sapply(match_lst,
function (elems) paste(elems, collapse="#")))
match_df <- subset(match_df, matches != "")
if (print.all)
print(match_df)
return(match_df)
}
dsp_matches <- function(rex_str, ix) {
print(match_pos <- gregexpr(rex_str, txt_vctr[ix], perl=TRUE))
print(str_sub(txt_vctr[ix], (match_pos[[1]] / 100) * 99 + 0,
(match_pos[[1]] / 100) * 100 + 100))
}
myapply_gsub <- function(...) {
if ((length_lst <- length(names(gsub_map_lst))) == 0)
return(txt_vctr)
for (ptn_ix in 1:length_lst) {
if ((ptn_ix %% 10) == 0)
print(sprintf("running gsub for %02d (of %02d): #%s#...", ptn_ix,
length(names(gsub_map_lst)), names(gsub_map_lst)[ptn_ix]))
txt_vctr <- gsub(names(gsub_map_lst)[ptn_ix], gsub_map_lst[[ptn_ix]],
txt_vctr, ...)
}
return(txt_vctr)
}
myapply_txtmap <- function(txt_vctr, ...) {
nrows <- nrow(glb_txt_map_df)
for (ptn_ix in 1:nrows) {
if ((ptn_ix %% 10) == 0)
print(sprintf("running gsub for %02d (of %02d): #%s#...", ptn_ix,
nrows, glb_txt_map_df[ptn_ix, "rex_str"]))
txt_vctr <- gsub(glb_txt_map_df[ptn_ix, "rex_str"],
glb_txt_map_df[ptn_ix, "rpl_str"],
txt_vctr, ...)
}
return(txt_vctr)
}
chk.equal <- function(bgn, end) {
print(all.equal(sav_txt_lst[["Headline"]][bgn:end],
glb_txt_lst[["Headline"]][bgn:end]))
}
dsp.equal <- function(bgn, end) {
print(sav_txt_lst[["Headline"]][bgn:end])
print(glb_txt_lst[["Headline"]][bgn:end])
}
#sav_txt_lst <- glb_txt_lst; all.equal(sav_txt_lst, glb_txt_lst)
#all.equal(sav_txt_lst[["Headline"]][1:4200], glb_txt_lst[["Headline"]][1:4200])
#chk.equal( 1, 100)
#dsp.equal(86, 90)
glb_txt_map_df <- read.csv("mytxt_map.csv", comment.char="#", strip.white=TRUE)
glb_txt_lst <- list();
print(sprintf("Building glb_txt_lst..."))
glb_txt_lst <- foreach(txt_var=glb_txt_vars) %dopar% {
# for (txt_var in glb_txt_vars) {
txt_vctr <- glb_allobs_df[, txt_var]
# myapply_txtmap shd be created as a tm_map::content_transformer ?
#print(glb_txt_map_df)
#txt_var=glb_txt_vars[3]; txt_vctr <- glb_txt_lst[[txt_var]]
#print(rex_str <- glb_txt_map_df[163, "rex_str"])
#print(rex_str <- glb_txt_map_df[glb_txt_map_df$rex_str == "\\bWall St\\.", "rex_str"])
#print(rex_str <- glb_txt_map_df[grepl("du Pont", glb_txt_map_df$rex_str), "rex_str"])
#print(rex_str <- glb_txt_map_df[glb_txt_map_df$rpl_str == "versus", "rex_str"])
#print(tmp_vctr <- grep(rex_str, txt_vctr, value=TRUE, ignore.case=FALSE))
#ret_lst <- regexec(rex_str, txt_vctr, ignore.case=FALSE); ret_lst <- regmatches(txt_vctr, ret_lst); ret_vctr <- sapply(1:length(ret_lst), function(pos_ix) ifelse(length(ret_lst[[pos_ix]]) > 0, ret_lst[[pos_ix]], "")); print(ret_vctr <- ret_vctr[ret_vctr != ""])
#gsub(rex_str, glb_txt_map_df[glb_txt_map_df$rex_str == rex_str, "rpl_str"], tmp_vctr, ignore.case=FALSE)
#grep("Hong Hong", txt_vctr, value=TRUE)
txt_vctr <- myapply_txtmap(txt_vctr, ignore.case=FALSE)
}
names(glb_txt_lst) <- glb_txt_vars
for (txt_var in glb_txt_vars) {
print(sprintf("Remaining OK in %s:", txt_var))
txt_vctr <- glb_txt_lst[[txt_var]]
print(chk_pattern_freq(rex_str <- "(?<!(BO|HO|LO))OK(?!(E\\!|ED|IE|IN|S ))",
ignore.case=FALSE))
match_df <- dsp_pattern(rex_str, ignore.case=FALSE, print.all=FALSE)
for (row in row.names(match_df))
dsp_matches(rex_str, ix=as.numeric(row))
print(chk_pattern_freq(rex_str <- "Ok(?!(a\\.|ay|in|ra|um))", ignore.case=FALSE))
match_df <- dsp_pattern(rex_str, ignore.case=FALSE, print.all=FALSE)
for (row in row.names(match_df))
dsp_matches(rex_str, ix=as.numeric(row))
print(chk_pattern_freq(rex_str <- "(?<!( b| B| c| C| g| G| j| M| p| P| w| W| r| Z|\\(b|ar|bo|Bo|co|Co|Ew|gk|go|ho|ig|jo|kb|ke|Ke|ki|lo|Lo|mo|mt|no|No|po|ra|ro|sm|Sm|Sp|to|To))ok(?!(ay|bo|e |e\\)|e,|e\\.|eb|ed|el|en|er|es|ey|i |ie|in|it|ka|ke|ki|ly|on|oy|ra|st|u |uc|uy|yl|yo))",
ignore.case=FALSE))
match_df <- dsp_pattern(rex_str, ignore.case=FALSE, print.all=FALSE)
for (row in row.names(match_df))
dsp_matches(rex_str, ix=as.numeric(row))
}
# txt_vctr <- glb_txt_lst[[glb_txt_vars[1]]]
# print(chk_pattern_freq(rex_str <- "(?<!( b| c| C| p|\\(b|bo|co|lo|Lo|Sp|to|To))ok(?!(ay|e |e\\)|e,|e\\.|ed|el|en|es|ey|ie|in|on|ra))", ignore.case=FALSE))
# print(chk_pattern_freq(rex_str <- "ok(?!(ay|el|on|ra))", ignore.case=FALSE))
# dsp_pattern(rex_str, ignore.case=FALSE, print.all=FALSE)
# dsp_matches(rex_str, ix=8)
# substr(txt_vctr[86], 5613, 5620)
# substr(glb_allobs_df[301, "review"], 550, 650)
#stop(here"); sav_txt_lst <- glb_txt_lst
for (txt_var in glb_txt_vars) {
print(sprintf("Remaining Acronyms in %s:", txt_var))
txt_vctr <- glb_txt_lst[[txt_var]]
print(chk_pattern_freq(rex_str <- "([[:upper:]]\\.( *)){2,}", ignore.case=FALSE))
# Check for names
print(subset(chk_pattern_freq(rex_str <- "(([[:upper:]]+)\\.( *)){1}",
ignore.case=FALSE),
.n > 1))
# dsp_pattern(rex_str="(OK\\.( *)){1}", ignore.case=FALSE)
# dsp_matches(rex_str="(OK\\.( *)){1}", ix=557)
#dsp_matches(rex_str="\\bR\\.I\\.P(\\.*)(\\B)", ix=461)
#dsp_matches(rex_str="\\bR\\.I\\.P(\\.*)", ix=461)
#print(str_sub(txt_vctr[676], 10100, 10200))
#print(str_sub(txt_vctr[74], 1, -1))
}
for (txt_var in glb_txt_vars) {
re_str <- "\\b(Fort|Ft\\.|Hong|Las|Los|New|Puerto|Saint|San|St\\.)( |-)(\\w)+"
print(sprintf("Remaining #%s# terms in %s: ", re_str, txt_var))
txt_vctr <- glb_txt_lst[[txt_var]]
print(orderBy(~ -.n +pattern, subset(chk_pattern_freq(re_str, ignore.case=FALSE),
grepl("( |-)[[:upper:]]", pattern))))
print(" consider cleaning if relevant to problem domain; geography name; .n > 1")
#grep("New G", txt_vctr, value=TRUE, ignore.case=FALSE)
#grep("St\\. Wins", txt_vctr, value=TRUE, ignore.case=FALSE)
}
#stop(here"); sav_txt_lst <- glb_txt_lst
for (txt_var in glb_txt_vars) {
re_str <- "\\b(N|S|E|W|C)( |\\.)(\\w)+"
print(sprintf("Remaining #%s# terms in %s: ", re_str, txt_var))
txt_vctr <- glb_txt_lst[[txt_var]]
print(orderBy(~ -.n +pattern, subset(chk_pattern_freq(re_str, ignore.case=FALSE),
grepl(".", pattern))))
#grep("N Weaver", txt_vctr, value=TRUE, ignore.case=FALSE)
}
for (txt_var in glb_txt_vars) {
re_str <- "\\b(North|South|East|West|Central)( |\\.)(\\w)+"
print(sprintf("Remaining #%s# terms in %s: ", re_str, txt_var))
txt_vctr <- glb_txt_lst[[txt_var]]
print(orderBy(~ -.n +pattern, subset(chk_pattern_freq(re_str, ignore.case=FALSE),
grepl(".", pattern))))
#grep("Central (African|Bankers|Cast|Italy|Role|Spring)", txt_vctr, value=TRUE, ignore.case=FALSE)
#grep("East (Africa|Berlin|London|Poland|Rivals|Spring)", txt_vctr, value=TRUE, ignore.case=FALSE)
#grep("North (American|Korean|West)", txt_vctr, value=TRUE, ignore.case=FALSE)
#grep("South (Pacific|Street)", txt_vctr, value=TRUE, ignore.case=FALSE)
#grep("St\\. Martins", txt_vctr, value=TRUE, ignore.case=FALSE)
}
find_cmpnd_wrds <- function(txt_vctr) {
txt_corpus <- Corpus(VectorSource(txt_vctr))
txt_corpus <- tm_map(txt_corpus, tolower)
txt_corpus <- tm_map(txt_corpus, PlainTextDocument)
txt_corpus <- tm_map(txt_corpus, removePunctuation,
preserve_intra_word_dashes=TRUE)
full_Tf_DTM <- DocumentTermMatrix(txt_corpus,
control=list(weighting=weightTf))
print(" Full TermMatrix:"); print(full_Tf_DTM)
full_Tf_mtrx <- as.matrix(full_Tf_DTM)
rownames(full_Tf_mtrx) <- rownames(glb_allobs_df) # print undreadable otherwise
full_Tf_vctr <- colSums(full_Tf_mtrx)
names(full_Tf_vctr) <- dimnames(full_Tf_DTM)[[2]]
#grep("year", names(full_Tf_vctr), value=TRUE)
#which.max(full_Tf_mtrx[, "yearlong"])
full_Tf_df <- as.data.frame(full_Tf_vctr)
names(full_Tf_df) <- "Tf.full"
full_Tf_df$term <- rownames(full_Tf_df)
#full_Tf_df$freq.full <- colSums(full_Tf_mtrx != 0)
full_Tf_df <- orderBy(~ -Tf.full, full_Tf_df)
cmpnd_Tf_df <- full_Tf_df[grep("-", full_Tf_df$term, value=TRUE) ,]
filter_df <- read.csv("mytxt_compound.csv", comment.char="#", strip.white=TRUE)
cmpnd_Tf_df$filter <- FALSE
for (row_ix in 1:nrow(filter_df))
cmpnd_Tf_df[!cmpnd_Tf_df$filter, "filter"] <-
grepl(filter_df[row_ix, "rex_str"],
cmpnd_Tf_df[!cmpnd_Tf_df$filter, "term"], ignore.case=TRUE)
cmpnd_Tf_df <- subset(cmpnd_Tf_df, !filter)
# Bug in tm_map(txt_corpus, removePunctuation, preserve_intra_word_dashes=TRUE) ???
# "net-a-porter" gets converted to "net-aporter"
#grep("net-a-porter", txt_vctr, ignore.case=TRUE, value=TRUE)
#grep("maser-laser", txt_vctr, ignore.case=TRUE, value=TRUE)
#txt_corpus[[which(grepl("net-a-porter", txt_vctr, ignore.case=TRUE))]]
#grep("\\b(across|longer)-(\\w)", cmpnd_Tf_df$term, ignore.case=TRUE, value=TRUE)
#grep("(\\w)-(affected|term)\\b", cmpnd_Tf_df$term, ignore.case=TRUE, value=TRUE)
print(sprintf("nrow(cmpnd_Tf_df): %d", nrow(cmpnd_Tf_df)))
myprint_df(cmpnd_Tf_df)
}
extract.features_chunk_df <- myadd_chunk(extract.features_chunk_df,
paste0("extract.features_", "process.text_reporting_compound_terms"), major.inc=FALSE)
for (txt_var in glb_txt_vars) {
print(sprintf("Remaining compound terms in %s: ", txt_var))
txt_vctr <- glb_txt_lst[[txt_var]]
# find_cmpnd_wrds(txt_vctr)
#grep("thirty-five", txt_vctr, ignore.case=TRUE, value=TRUE)
#rex_str <- glb_txt_map_df[grepl("hirty", glb_txt_map_df$rex_str), "rex_str"]
}
extract.features_chunk_df <- myadd_chunk(extract.features_chunk_df,
paste0("extract.features_", "build.corpus"), major.inc=TRUE)
glb_corpus_lst <- list()
print(sprintf("Building glb_corpus_lst..."))
glb_corpus_lst <- foreach(txt_var=glb_txt_vars) %dopar% {
# for (txt_var in glb_txt_vars) {
txt_corpus <- Corpus(VectorSource(glb_txt_lst[[txt_var]]))
txt_corpus <- tm_map(txt_corpus, tolower) #nuppr
txt_corpus <- tm_map(txt_corpus, PlainTextDocument)
txt_corpus <- tm_map(txt_corpus, removePunctuation) #npnct<chr_ix>
# txt-corpus <- tm_map(txt_corpus, content_transformer(function(x, pattern) gsub(pattern, "", x))
# Not to be run in production
inspect_terms <- function() {
full_Tf_DTM <- DocumentTermMatrix(txt_corpus,
control=list(weighting=weightTf))
print(" Full TermMatrix:"); print(full_Tf_DTM)
full_Tf_mtrx <- as.matrix(full_Tf_DTM)
rownames(full_Tf_mtrx) <- rownames(glb_allobs_df) # print undreadable otherwise
full_Tf_vctr <- colSums(full_Tf_mtrx)
names(full_Tf_vctr) <- dimnames(full_Tf_DTM)[[2]]
#grep("year", names(full_Tf_vctr), value=TRUE)
#which.max(full_Tf_mtrx[, "yearlong"])
full_Tf_df <- as.data.frame(full_Tf_vctr)
names(full_Tf_df) <- "Tf.full"
full_Tf_df$term <- rownames(full_Tf_df)
#full_Tf_df$freq.full <- colSums(full_Tf_mtrx != 0)
full_Tf_df <- orderBy(~ -Tf.full +term, full_Tf_df)
print(myplot_histogram(full_Tf_df, "Tf.full"))
myprint_df(full_Tf_df)
#txt_corpus[[which(grepl("zun", txt_vctr, ignore.case=TRUE))]]
digit_terms_df <- subset(full_Tf_df, grepl("[[:digit:]]", term))
myprint_df(digit_terms_df)
return(full_Tf_df)
}
#print("RemovePunct:"); remove_punct_Tf_df <- inspect_terms()
txt_corpus <- tm_map(txt_corpus, removeWords,
c(glb_append_stop_words[[txt_var]],
stopwords("english"))) #nstopwrds
#print("StoppedWords:"); stopped_words_Tf_df <- inspect_terms()
txt_corpus <- tm_map(txt_corpus, stemDocument) #Features for lost information: Difference/ratio in density of full_TfIdf_DTM ???
#txt_corpus <- tm_map(txt_corpus, content_transformer(stemDocument))
#print("StemmedWords:"); stemmed_words_Tf_df <- inspect_terms()
#stemmed_stopped_Tf_df <- merge(stemmed_words_Tf_df, stopped_words_Tf_df, by="term", all=TRUE, suffixes=c(".stem", ".stop"))
#myprint_df(stemmed_stopped_Tf_df)
#print(subset(stemmed_stopped_Tf_df, grepl("compan", term)))
#glb_corpus_lst[[txt_var]] <- txt_corpus
}
names(glb_corpus_lst) <- glb_txt_vars
extract.features_chunk_df <- myadd_chunk(extract.features_chunk_df,
paste0("extract.features_", "extract.DTM"), major.inc=TRUE)
glb_full_DTM_lst <- list(); glb_sprs_DTM_lst <- list();
for (txt_var in glb_txt_vars) {
print(sprintf("Extracting TfIDf terms for %s...", txt_var))
txt_corpus <- glb_corpus_lst[[txt_var]]
# full_Tf_DTM <- DocumentTermMatrix(txt_corpus,
# control=list(weighting=weightTf))
full_TfIdf_DTM <- DocumentTermMatrix(txt_corpus,
control=list(weighting=weightTfIdf))
sprs_TfIdf_DTM <- removeSparseTerms(full_TfIdf_DTM,
glb_sprs_thresholds[txt_var])
# glb_full_DTM_lst[[txt_var]] <- full_Tf_DTM
# glb_sprs_DTM_lst[[txt_var]] <- sprs_Tf_DTM
glb_full_DTM_lst[[txt_var]] <- full_TfIdf_DTM
glb_sprs_DTM_lst[[txt_var]] <- sprs_TfIdf_DTM
}
extract.features_chunk_df <- myadd_chunk(extract.features_chunk_df,
paste0("extract.features_", "report.DTM"), major.inc=TRUE)
for (txt_var in glb_txt_vars) {
print(sprintf("Reporting TfIDf terms for %s...", txt_var))
full_TfIdf_DTM <- glb_full_DTM_lst[[txt_var]]
sprs_TfIdf_DTM <- glb_sprs_DTM_lst[[txt_var]]
print(" Full TermMatrix:"); print(full_TfIdf_DTM)
full_TfIdf_mtrx <- as.matrix(full_TfIdf_DTM)
rownames(full_TfIdf_mtrx) <- rownames(glb_allobs_df) # print undreadable otherwise
full_TfIdf_vctr <- colSums(full_TfIdf_mtrx)
names(full_TfIdf_vctr) <- dimnames(full_TfIdf_DTM)[[2]]
#grep("scene", names(full_TfIdf_vctr), value=TRUE)
#which.max(full_TfIdf_mtrx[, "yearlong"])
full_TfIdf_df <- as.data.frame(full_TfIdf_vctr)
names(full_TfIdf_df) <- "TfIdf.full"
full_TfIdf_df$term <- rownames(full_TfIdf_df)
full_TfIdf_df$freq.full <- colSums(full_TfIdf_mtrx != 0)
full_TfIdf_df <- orderBy(~ -TfIdf.full, full_TfIdf_df)
print(" Sparse TermMatrix:"); print(sprs_TfIdf_DTM)
sprs_TfIdf_vctr <- colSums(as.matrix(sprs_TfIdf_DTM))
names(sprs_TfIdf_vctr) <- dimnames(sprs_TfIdf_DTM)[[2]]
sprs_TfIdf_df <- as.data.frame(sprs_TfIdf_vctr)
names(sprs_TfIdf_df) <- "TfIdf.sprs"
sprs_TfIdf_df$term <- rownames(sprs_TfIdf_df)
sprs_TfIdf_df$freq.sprs <- colSums(as.matrix(sprs_TfIdf_DTM) != 0)
sprs_TfIdf_df <- orderBy(~ -TfIdf.sprs, sprs_TfIdf_df)
terms_TfIdf_df <- merge(full_TfIdf_df, sprs_TfIdf_df, all.x=TRUE)
terms_TfIdf_df$in.sprs <- !is.na(terms_TfIdf_df$freq.sprs)
plt_TfIdf_df <- subset(terms_TfIdf_df,
TfIdf.full >= min(terms_TfIdf_df$TfIdf.sprs, na.rm=TRUE))
plt_TfIdf_df$label <- ""
plt_TfIdf_df[is.na(plt_TfIdf_df$TfIdf.sprs), "label"] <-
plt_TfIdf_df[is.na(plt_TfIdf_df$TfIdf.sprs), "term"]
glb_important_terms[[txt_var]] <- union(glb_important_terms[[txt_var]],
plt_TfIdf_df[is.na(plt_TfIdf_df$TfIdf.sprs), "term"])
print(myplot_scatter(plt_TfIdf_df, "freq.full", "TfIdf.full",
colorcol_name="in.sprs") +
geom_text(aes(label=label), color="Black", size=3.5))
melt_TfIdf_df <- orderBy(~ -value, melt(terms_TfIdf_df, id.var="term"))
print(ggplot(melt_TfIdf_df, aes(value, color=variable)) + stat_ecdf() +
geom_hline(yintercept=glb_sprs_thresholds[txt_var],
linetype = "dotted"))
melt_TfIdf_df <- orderBy(~ -value,
melt(subset(terms_TfIdf_df, !is.na(TfIdf.sprs)), id.var="term"))
print(myplot_hbar(melt_TfIdf_df, "term", "value",
colorcol_name="variable"))
melt_TfIdf_df <- orderBy(~ -value,
melt(subset(terms_TfIdf_df, is.na(TfIdf.sprs)), id.var="term"))
print(myplot_hbar(head(melt_TfIdf_df, 10), "term", "value",
colorcol_name="variable"))
}
# sav_full_DTM_lst <- glb_full_DTM_lst
# sav_sprs_DTM_lst <- glb_sprs_DTM_lst
# print(identical(sav_glb_corpus_lst, glb_corpus_lst))
# print(all.equal(length(sav_glb_corpus_lst), length(glb_corpus_lst)))
# print(all.equal(names(sav_glb_corpus_lst), names(glb_corpus_lst)))
# print(all.equal(sav_glb_corpus_lst[["Headline"]], glb_corpus_lst[["Headline"]]))
# print(identical(sav_full_DTM_lst, glb_full_DTM_lst))
# print(identical(sav_sprs_DTM_lst, glb_sprs_DTM_lst))
rm(full_TfIdf_mtrx, full_TfIdf_df, melt_TfIdf_df, terms_TfIdf_df)
# Create txt features
if ((length(glb_txt_vars) > 1) &&
(length(unique(pfxs <- sapply(glb_txt_vars,
function(txt) toupper(substr(txt, 1, 1))))) < length(glb_txt_vars)))
stop("Prefixes for corpus freq terms not unique: ", pfxs)
extract.features_chunk_df <- myadd_chunk(extract.features_chunk_df,
paste0("extract.features_", "bind.DTM"),
major.inc=TRUE)
for (txt_var in glb_txt_vars) {
print(sprintf("Binding DTM for %s...", txt_var))
txt_var_pfx <- toupper(substr(txt_var, 1, 1))
txt_X_df <- as.data.frame(as.matrix(glb_sprs_DTM_lst[[txt_var]]))
colnames(txt_X_df) <- paste(txt_var_pfx, ".T.",
make.names(colnames(txt_X_df)), sep="")
rownames(txt_X_df) <- rownames(glb_allobs_df) # warning otherwise
# plt_X_df <- cbind(txt_X_df, glb_allobs_df[, c(glb_id_var, glb_rsp_var)])
# print(myplot_box(df=plt_X_df, ycol_names="H.T.today", xcol_name=glb_rsp_var))
# log_X_df <- log(1 + txt_X_df)
# colnames(log_X_df) <- paste(colnames(txt_X_df), ".log", sep="")
# plt_X_df <- cbind(log_X_df, glb_allobs_df[, c(glb_id_var, glb_rsp_var)])
# print(myplot_box(df=plt_X_df, ycol_names="H.T.today.log", xcol_name=glb_rsp_var))
glb_allobs_df <- cbind(glb_allobs_df, txt_X_df) # TfIdf is normalized
#glb_allobs_df <- cbind(glb_allobs_df, log_X_df) # if using non-normalized metrics
}
#identical(chk_entity_df, glb_allobs_df)
#chk_entity_df <- glb_allobs_df
extract.features_chunk_df <- myadd_chunk(extract.features_chunk_df,
paste0("extract.features_", "bind.DXM"),
major.inc=TRUE)
#sav_allobs_df <- glb_allobs_df
glb_punct_vctr <- c("!", "\"", "#", "\\$", "%", "&", "'",
"\\(|\\)",# "\\(", "\\)",
"\\*", "\\+", ",", "-", "\\.", "/", ":", ";",
"<|>", # "<",
"=",
# ">",
"\\?", "@", "\\[", "\\\\", "\\]", "^", "_", "`",
"\\{", "\\|", "\\}", "~")
txt_X_df <- glb_allobs_df[, c(glb_id_var, ".rnorm"), FALSE]
txt_X_df <- foreach(txt_var=glb_txt_vars, .combine=cbind) %dopar% {
#for (txt_var in glb_txt_vars) {
print(sprintf("Binding DXM for %s...", txt_var))
txt_var_pfx <- toupper(substr(txt_var, 1, 1))
#txt_X_df <- glb_allobs_df[, c(glb_id_var, ".rnorm"), FALSE]
txt_full_DTM_mtrx <- as.matrix(glb_full_DTM_lst[[txt_var]])
rownames(txt_full_DTM_mtrx) <- rownames(glb_allobs_df) # print undreadable otherwise
#print(txt_full_DTM_mtrx[txt_full_DTM_mtrx[, "ebola"] != 0, "ebola"])
# Create <txt_var>.T.<term> for glb_important_terms
for (term in glb_important_terms[[txt_var]])
txt_X_df[, paste0(txt_var_pfx, ".T.", make.names(term))] <-
txt_full_DTM_mtrx[, term]
# Create <txt_var>.nwrds.log & .nwrds.unq.log
txt_X_df[, paste0(txt_var_pfx, ".nwrds.log")] <-
log(1 + mycount_pattern_occ("\\w+", glb_txt_lst[[txt_var]]))
txt_X_df[, paste0(txt_var_pfx, ".nwrds.unq.log")] <-
log(1 + rowSums(txt_full_DTM_mtrx != 0))
txt_X_df[, paste0(txt_var_pfx, ".sum.TfIdf")] <-
rowSums(txt_full_DTM_mtrx)
txt_X_df[, paste0(txt_var_pfx, ".ratio.sum.TfIdf.nwrds")] <-
txt_X_df[, paste0(txt_var_pfx, ".sum.TfIdf")] /
(exp(txt_X_df[, paste0(txt_var_pfx, ".nwrds.log")]) - 1)
txt_X_df[is.nan(txt_X_df[, paste0(txt_var_pfx, ".ratio.sum.TfIdf.nwrds")]),
paste0(txt_var_pfx, ".ratio.sum.TfIdf.nwrds")] <- 0
# Create <txt_var>.nchrs.log
txt_X_df[, paste0(txt_var_pfx, ".nchrs.log")] <-
log(1 + mycount_pattern_occ(".", glb_allobs_df[, txt_var]))
txt_X_df[, paste0(txt_var_pfx, ".nuppr.log")] <-
log(1 + mycount_pattern_occ("[[:upper:]]", glb_allobs_df[, txt_var]))
txt_X_df[, paste0(txt_var_pfx, ".ndgts.log")] <-
log(1 + mycount_pattern_occ("[[:digit:]]", glb_allobs_df[, txt_var]))
# Create <txt_var>.npnct?.log
# would this be faster if it's iterated over each row instead of
# each created column ???
for (punct_ix in 1:length(glb_punct_vctr)) {
# smp0 <- " "
# smp1 <- "! \" # $ % & ' ( ) * + , - . / : ; < = > ? @ [ \ ] ^ _ ` { | } ~"
# smp2 <- paste(smp1, smp1, sep=" ")
# print(sprintf("Testing %s pattern:", glb_punct_vctr[punct_ix]))
# results <- mycount_pattern_occ(glb_punct_vctr[punct_ix], c(smp0, smp1, smp2))
# names(results) <- NULL; print(results)
txt_X_df[,
paste0(txt_var_pfx, ".npnct", sprintf("%02d", punct_ix), ".log")] <-
log(1 + mycount_pattern_occ(glb_punct_vctr[punct_ix],
glb_allobs_df[, txt_var]))
}
# print(head(glb_allobs_df[glb_allobs_df[, "A.npnct23.log"] > 0,
# c("UniqueID", "Popular", "Abstract", "A.npnct23.log")]))
# Create <txt_var>.nstopwrds.log & <txt_var>ratio.nstopwrds.nwrds
stop_words_rex_str <- paste0("\\b(", paste0(c(glb_append_stop_words[[txt_var]],
stopwords("english")), collapse="|"),
")\\b")
txt_X_df[, paste0(txt_var_pfx, ".nstopwrds", ".log")] <-
log(1 + mycount_pattern_occ(stop_words_rex_str, glb_txt_lst[[txt_var]]))
txt_X_df[, paste0(txt_var_pfx, ".ratio.nstopwrds.nwrds")] <-
exp(txt_X_df[, paste0(txt_var_pfx, ".nstopwrds", ".log")] -
txt_X_df[, paste0(txt_var_pfx, ".nwrds", ".log")])
# Create <txt_var>.P.http
txt_X_df[, paste(txt_var_pfx, ".P.http", sep="")] <-
as.integer(0 + mycount_pattern_occ("http", glb_allobs_df[, txt_var]))
txt_X_df <- subset(txt_X_df, select=-.rnorm)
txt_X_df <- txt_X_df[, -grep(glb_id_var, names(txt_X_df), fixed=TRUE), FALSE]
#glb_allobs_df <- cbind(glb_allobs_df, txt_X_df)
}
glb_allobs_df <- cbind(glb_allobs_df, txt_X_df)
#myplot_box(glb_allobs_df, "A.sum.TfIdf", glb_rsp_var)
# Generate summaries
# print(summary(glb_allobs_df))
# print(sapply(names(glb_allobs_df), function(col) sum(is.na(glb_allobs_df[, col]))))
# print(summary(glb_trnobs_df))
# print(sapply(names(glb_trnobs_df), function(col) sum(is.na(glb_trnobs_df[, col]))))
# print(summary(glb_newobs_df))
# print(sapply(names(glb_newobs_df), function(col) sum(is.na(glb_newobs_df[, col]))))
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features,
glb_txt_vars)
rm(log_X_df, txt_X_df)
}
# print(sapply(names(glb_trnobs_df), function(col) sum(is.na(glb_trnobs_df[, col]))))
# print(sapply(names(glb_newobs_df), function(col) sum(is.na(glb_newobs_df[, col]))))
# print(myplot_scatter(glb_trnobs_df, "<col1_name>", "<col2_name>", smooth=TRUE))
rm(corpus_lst, full_TfIdf_DTM, full_TfIdf_vctr,
glb_full_DTM_lst, glb_sprs_DTM_lst, txt_corpus, txt_vctr)## Warning in rm(corpus_lst, full_TfIdf_DTM, full_TfIdf_vctr,
## glb_full_DTM_lst, : object 'corpus_lst' not found## Warning in rm(corpus_lst, full_TfIdf_DTM, full_TfIdf_vctr,
## glb_full_DTM_lst, : object 'full_TfIdf_DTM' not found## Warning in rm(corpus_lst, full_TfIdf_DTM, full_TfIdf_vctr,
## glb_full_DTM_lst, : object 'full_TfIdf_vctr' not found## Warning in rm(corpus_lst, full_TfIdf_DTM, full_TfIdf_vctr,
## glb_full_DTM_lst, : object 'glb_full_DTM_lst' not found## Warning in rm(corpus_lst, full_TfIdf_DTM, full_TfIdf_vctr,
## glb_full_DTM_lst, : object 'glb_sprs_DTM_lst' not found## Warning in rm(corpus_lst, full_TfIdf_DTM, full_TfIdf_vctr,
## glb_full_DTM_lst, : object 'txt_corpus' not found## Warning in rm(corpus_lst, full_TfIdf_DTM, full_TfIdf_vctr,
## glb_full_DTM_lst, : object 'txt_vctr' not foundextract.features_chunk_df <- myadd_chunk(extract.features_chunk_df, "extract.features_end",
major.inc=TRUE)## label step_major step_minor bgn end
## 2 extract.features_factorize.str.vars 2 0 15.318 15.34
## 3 extract.features_end 3 0 15.340 NA
## elapsed
## 2 0.022
## 3 NAmyplt_chunk(extract.features_chunk_df)## label step_major step_minor bgn end
## 2 extract.features_factorize.str.vars 2 0 15.318 15.340
## 1 extract.features_bgn 1 0 15.305 15.317
## elapsed duration
## 2 0.022 0.022
## 1 0.012 0.012
## [1] "Total Elapsed Time: 15.34 secs"
# if (glb_save_envir)
# save(glb_feats_df,
# glb_allobs_df, #glb_trnobs_df, glb_fitobs_df, glb_OOBobs_df, glb_newobs_df,
# file=paste0(glb_out_pfx, "extract_features_dsk.RData"))
# load(paste0(glb_out_pfx, "extract_features_dsk.RData"))
replay.petrisim(pn=glb_analytics_pn,
replay.trans=(glb_analytics_avl_objs <- c(glb_analytics_avl_objs,
"data.training.all","data.new")), flip_coord=TRUE)## time trans "bgn " "fit.data.training.all " "predict.data.new " "end "
## 0.0000 multiple enabled transitions: data.training.all data.new model.selected firing: data.training.all
## 1.0000 1 2 1 0 0
## 1.0000 multiple enabled transitions: data.training.all data.new model.selected model.final data.training.all.prediction firing: data.new
## 2.0000 2 1 1 1 0
glb_chunks_df <- myadd_chunk(glb_chunks_df, "cluster.data", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 5 extract.features 3 0 15.300 16.438 1.139
## 6 cluster.data 4 0 16.439 NA NAStep 4.0: cluster data
glb_chunks_df <- myadd_chunk(glb_chunks_df, "manage.missing.data", major.inc=FALSE)## label step_major step_minor bgn end elapsed
## 6 cluster.data 4 0 16.439 16.707 0.268
## 7 manage.missing.data 4 1 16.707 NA NA# print(sapply(names(glb_trnobs_df), function(col) sum(is.na(glb_trnobs_df[, col]))))
# print(sapply(names(glb_newobs_df), function(col) sum(is.na(glb_newobs_df[, col]))))
# glb_trnobs_df <- na.omit(glb_trnobs_df)
# glb_newobs_df <- na.omit(glb_newobs_df)
# df[is.na(df)] <- 0
mycheck_problem_data(glb_allobs_df)## [1] "numeric data missing in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ 0s in glb_allobs_df: "
## Frost
## 1
## [1] "numeric data w/ Infs in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ NaNs in glb_allobs_df: "
## named integer(0)
## [1] "string data missing in glb_allobs_df: "
## state.abb state.division state.name state.region
## 0 0 0 0# glb_allobs_df <- na.omit(glb_allobs_df)
# Not refactored into mydsutils.R since glb_*_df might be reassigned
glb_impute_missing_data <- function() {
require(mice)
set.seed(glb_mice_complete.seed)
inp_impent_df <- glb_allobs_df[, setdiff(names(glb_allobs_df),
union(glb_exclude_vars_as_features, glb_rsp_var))]
print("Summary before imputation: ")
print(summary(inp_impent_df))
out_impent_df <- complete(mice(inp_impent_df))
print(summary(out_impent_df))
# complete(mice()) changes attributes of factors even though values don't change
ret_vars <- sapply(names(out_impent_df),
function(col) ifelse(!identical(out_impent_df[, col], inp_impent_df[, col]),
col, ""))
ret_vars <- ret_vars[ret_vars != ""]
return(out_impent_df[, ret_vars])
}
if (glb_impute_na_data &&
(length(myfind_numerics_missing(glb_allobs_df)) > 0) &&
(ncol(nonna_df <- glb_impute_missing_data()) > 0)) {
for (col in names(nonna_df)) {
glb_allobs_df[, paste0(col, ".nonNA")] <- nonna_df[, col]
glb_exclude_vars_as_features <- c(glb_exclude_vars_as_features, col)
}
}
mycheck_problem_data(glb_allobs_df, terminate = TRUE)## [1] "numeric data missing in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ 0s in glb_allobs_df: "
## Frost
## 1
## [1] "numeric data w/ Infs in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ NaNs in glb_allobs_df: "
## named integer(0)
## [1] "string data missing in glb_allobs_df: "
## state.abb state.division state.name state.region
## 0 0 0 0Step 4.1: manage missing data
if (glb_cluster) {
require(proxy)
#require(hash)
require(dynamicTreeCut)
# glb_hash <- hash(key=unique(glb_allobs_df$myCategory),
# values=1:length(unique(glb_allobs_df$myCategory)))
# glb_hash_lst <- hash(key=unique(glb_allobs_df$myCategory),
# values=1:length(unique(glb_allobs_df$myCategory)))
#stophere; sav_allobs_df <- glb_allobs_df;
print("Clustering features: ")
print(cluster_vars <- grep("[HSA]\\.[PT]\\.", names(glb_allobs_df), value=TRUE))
#print(cluster_vars <- grep("[HSA]\\.", names(glb_allobs_df), value=TRUE))
glb_allobs_df$.clusterid <- 1
#print(max(table(glb_allobs_df$myCategory.fctr) / 20))
for (myCategory in c("##", "Business#Business Day#Dealbook", "OpEd#Opinion#",
"Styles#U.S.#", "Business#Technology#", "Science#Health#",
"Culture#Arts#")) {
ctgry_allobs_df <- glb_allobs_df[glb_allobs_df$myCategory == myCategory, ]
dstns_dist <- dist(ctgry_allobs_df[, cluster_vars], method = "cosine")
dstns_mtrx <- as.matrix(dstns_dist)
print(sprintf("max distance(%0.4f) pair:", max(dstns_mtrx)))
row_ix <- ceiling(which.max(dstns_mtrx) / ncol(dstns_mtrx))
col_ix <- which.max(dstns_mtrx[row_ix, ])
print(ctgry_allobs_df[c(row_ix, col_ix),
c("UniqueID", "Popular", "myCategory", "Headline", cluster_vars)])
min_dstns_mtrx <- dstns_mtrx
diag(min_dstns_mtrx) <- 1
print(sprintf("min distance(%0.4f) pair:", min(min_dstns_mtrx)))
row_ix <- ceiling(which.min(min_dstns_mtrx) / ncol(min_dstns_mtrx))
col_ix <- which.min(min_dstns_mtrx[row_ix, ])
print(ctgry_allobs_df[c(row_ix, col_ix),
c("UniqueID", "Popular", "myCategory", "Headline", cluster_vars)])
clusters <- hclust(dstns_dist, method = "ward.D2")
#plot(clusters, labels=NULL, hang=-1)
myplclust(clusters, lab.col=unclass(ctgry_allobs_df[, glb_rsp_var]))
#clusterGroups = cutree(clusters, k=7)
clusterGroups <- cutreeDynamic(clusters, minClusterSize=20, method="tree", deepSplit=0)
# Unassigned groups are labeled 0; the largest group has label 1
table(clusterGroups, ctgry_allobs_df[, glb_rsp_var], useNA="ifany")
#print(ctgry_allobs_df[which(clusterGroups == 1), c("UniqueID", "Popular", "Headline")])
#print(ctgry_allobs_df[(clusterGroups == 1) & !is.na(ctgry_allobs_df$Popular) & (ctgry_allobs_df$Popular==1), c("UniqueID", "Popular", "Headline")])
clusterGroups[clusterGroups == 0] <- 1
table(clusterGroups, ctgry_allobs_df[, glb_rsp_var], useNA="ifany")
#summary(factor(clusterGroups))
# clusterGroups <- clusterGroups +
# 100 * # has to be > max(table(glb_allobs_df$myCategory.fctr) / minClusterSize=20)
# which(levels(glb_allobs_df$myCategory.fctr) == myCategory)
# table(clusterGroups, ctgry_allobs_df[, glb_rsp_var], useNA="ifany")
# add to glb_allobs_df - then split the data again
glb_allobs_df[glb_allobs_df$myCategory==myCategory,]$.clusterid <- clusterGroups
#print(unique(glb_allobs_df$.clusterid))
#print(glb_feats_df[glb_feats_df$id == ".clusterid.fctr", ])
}
ctgry_xtab_df <- orderBy(reformulate(c("-", ".n")),
mycreate_sqlxtab_df(glb_allobs_df,
c("myCategory", ".clusterid", glb_rsp_var)))
ctgry_cast_df <- orderBy(~ -Y -NA, dcast(ctgry_xtab_df,
myCategory + .clusterid ~
Popular.fctr, sum, value.var=".n"))
print(ctgry_cast_df)
#print(orderBy(~ myCategory -Y -NA, ctgry_cast_df))
# write.table(ctgry_cast_df, paste0(glb_out_pfx, "ctgry_clst.csv"),
# row.names=FALSE)
print(ctgry_sum_tbl <- table(glb_allobs_df$myCategory, glb_allobs_df$.clusterid,
glb_allobs_df[, glb_rsp_var],
useNA="ifany"))
# dsp_obs(.clusterid=1, myCategory="OpEd#Opinion#",
# cols=c("UniqueID", "Popular", "myCategory", ".clusterid", "Headline"),
# all=TRUE)
glb_allobs_df$.clusterid.fctr <- as.factor(glb_allobs_df$.clusterid)
glb_exclude_vars_as_features <- c(glb_exclude_vars_as_features,
".clusterid")
glb_interaction_only_features["myCategory.fctr"] <- c(".clusterid.fctr")
glb_exclude_vars_as_features <- c(glb_exclude_vars_as_features,
cluster_vars)
}
# Re-partition
glb_trnobs_df <- subset(glb_allobs_df, .src == "Train")
glb_newobs_df <- subset(glb_allobs_df, .src == "Test")
glb_chunks_df <- myadd_chunk(glb_chunks_df, "select.features", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 7 manage.missing.data 4 1 16.707 16.762 0.055
## 8 select.features 5 0 16.763 NA NAStep 5.0: select features
print(glb_feats_df <- myselect_features(entity_df=glb_trnobs_df,
exclude_vars_as_features=glb_exclude_vars_as_features,
rsp_var=glb_rsp_var))## id cor.y exclude.as.feat
## Murder Murder -0.82083018 0
## Illiteracy Illiteracy -0.70214027 0
## HS.Grad HS.Grad 0.69343552 0
## y y 0.61621841 0
## Frost Frost 0.49341775 0
## state.region.fctr state.region.fctr 0.46752060 0
## Income Income 0.39971784 0
## x x -0.23179465 0
## Population Population -0.19279277 0
## .rnorm .rnorm -0.18778648 0
## Area Area 0.08153632 0
## state.area state.area 0.08080809 0
## state.division.fctr state.division.fctr -0.05931248 0
## cor.y.abs
## Murder 0.82083018
## Illiteracy 0.70214027
## HS.Grad 0.69343552
## y 0.61621841
## Frost 0.49341775
## state.region.fctr 0.46752060
## Income 0.39971784
## x 0.23179465
## Population 0.19279277
## .rnorm 0.18778648
## Area 0.08153632
## state.area 0.08080809
## state.division.fctr 0.05931248# sav_feats_df <- glb_feats_df; glb_feats_df <- sav_feats_df
print(glb_feats_df <- orderBy(~-cor.y,
myfind_cor_features(feats_df=glb_feats_df, obs_df=glb_trnobs_df,
rsp_var=glb_rsp_var)))## Loading required package: reshape2## [1] "cor(HS.Grad, state.region.fctr)=0.8066"
## [1] "cor(Life.Exp, HS.Grad)=0.6934"
## [1] "cor(Life.Exp, state.region.fctr)=0.4675"## Warning in myfind_cor_features(feats_df = glb_feats_df, obs_df =
## glb_trnobs_df, : Identified state.region.fctr as highly correlated with
## HS.Grad## [1] "cor(Illiteracy, y)=-0.8007"
## [1] "cor(Life.Exp, Illiteracy)=-0.7021"
## [1] "cor(Life.Exp, y)=0.6162"## Warning in myfind_cor_features(feats_df = glb_feats_df, obs_df =
## glb_trnobs_df, : Identified y as highly correlated with Illiteracy## [1] "cor(Frost, Illiteracy)=-0.7817"
## [1] "cor(Life.Exp, Frost)=0.4934"
## [1] "cor(Life.Exp, Illiteracy)=-0.7021"## Warning in myfind_cor_features(feats_df = glb_feats_df, obs_df =
## glb_trnobs_df, : Identified Frost as highly correlated with Illiteracy## [1] "cor(HS.Grad, Illiteracy)=-0.7806"
## [1] "cor(Life.Exp, HS.Grad)=0.6934"
## [1] "cor(Life.Exp, Illiteracy)=-0.7021"## Warning in myfind_cor_features(feats_df = glb_feats_df, obs_df =
## glb_trnobs_df, : Identified HS.Grad as highly correlated with Illiteracy## [1] "cor(Illiteracy, Murder)=0.7194"
## [1] "cor(Life.Exp, Illiteracy)=-0.7021"
## [1] "cor(Life.Exp, Murder)=-0.8208"## Warning in myfind_cor_features(feats_df = glb_feats_df, obs_df =
## glb_trnobs_df, : Identified Illiteracy as highly correlated with Murder## id cor.y exclude.as.feat cor.y.abs cor.high.X
## 4 HS.Grad 0.69343552 0 0.69343552 Illiteracy
## 13 y 0.61621841 0 0.61621841 Illiteracy
## 3 Frost 0.49341775 0 0.49341775 Illiteracy
## 11 state.region.fctr 0.46752060 0 0.46752060 HS.Grad
## 6 Income 0.39971784 0 0.39971784 <NA>
## 2 Area 0.08153632 0 0.08153632 <NA>
## 9 state.area 0.08080809 0 0.08080809 <NA>
## 10 state.division.fctr -0.05931248 0 0.05931248 <NA>
## 1 .rnorm -0.18778648 0 0.18778648 <NA>
## 8 Population -0.19279277 0 0.19279277 <NA>
## 12 x -0.23179465 0 0.23179465 <NA>
## 5 Illiteracy -0.70214027 0 0.70214027 Murder
## 7 Murder -0.82083018 0 0.82083018 <NA>
## freqRatio percentUnique zeroVar nzv myNearZV is.cor.y.abs.low
## 4 1.0 91.42857 FALSE FALSE FALSE FALSE
## 13 1.0 91.42857 FALSE FALSE FALSE FALSE
## 3 1.0 91.42857 FALSE FALSE FALSE FALSE
## 11 1.2 11.42857 FALSE FALSE FALSE FALSE
## 6 1.0 100.00000 FALSE FALSE FALSE FALSE
## 2 1.0 100.00000 FALSE FALSE FALSE TRUE
## 9 1.0 100.00000 FALSE FALSE FALSE TRUE
## 10 1.2 25.71429 FALSE FALSE FALSE TRUE
## 1 1.0 100.00000 FALSE FALSE FALSE FALSE
## 8 1.0 100.00000 FALSE FALSE FALSE FALSE
## 12 1.0 100.00000 FALSE FALSE FALSE FALSE
## 5 1.2 48.57143 FALSE FALSE FALSE FALSE
## 7 1.0 94.28571 FALSE FALSE FALSE FALSE#subset(glb_feats_df, id %in% c("A.nuppr.log", "S.nuppr.log"))
print(myplot_scatter(glb_feats_df, "percentUnique", "freqRatio",
colorcol_name="myNearZV", jitter=TRUE) +
geom_point(aes(shape=nzv)) + xlim(-5, 25))## Warning in myplot_scatter(glb_feats_df, "percentUnique", "freqRatio",
## colorcol_name = "myNearZV", : converting myNearZV to class:factor## Warning in loop_apply(n, do.ply): Removed 12 rows containing missing values
## (geom_point).## Warning in loop_apply(n, do.ply): Removed 12 rows containing missing values
## (geom_point).## Warning in loop_apply(n, do.ply): Removed 12 rows containing missing values
## (geom_point).
print(subset(glb_feats_df, myNearZV))## [1] id cor.y exclude.as.feat cor.y.abs
## [5] cor.high.X freqRatio percentUnique zeroVar
## [9] nzv myNearZV is.cor.y.abs.low
## <0 rows> (or 0-length row.names)glb_allobs_df <- glb_allobs_df[, setdiff(names(glb_allobs_df),
subset(glb_feats_df, myNearZV)$id)]
if (!is.null(glb_interaction_only_features))
glb_feats_df[glb_feats_df$id %in% glb_interaction_only_features, "interaction.feat"] <-
names(glb_interaction_only_features) else
glb_feats_df$interaction.feat <- NA
mycheck_problem_data(glb_allobs_df, terminate = TRUE)## [1] "numeric data missing in : "
## named integer(0)
## [1] "numeric data w/ 0s in : "
## Frost
## 1
## [1] "numeric data w/ Infs in : "
## named integer(0)
## [1] "numeric data w/ NaNs in : "
## named integer(0)
## [1] "string data missing in : "
## state.abb state.division state.name state.region
## 0 0 0 0# glb_allobs_df %>% filter(is.na(Married.fctr)) %>% tbl_df()
# glb_allobs_df %>% count(Married.fctr)
# levels(glb_allobs_df$Married.fctr)
glb_chunks_df <- myadd_chunk(glb_chunks_df, "partition.data.training", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 8 select.features 5 0 16.763 17.353 0.59
## 9 partition.data.training 6 0 17.354 NA NAStep 6.0: partition data training
if (all(is.na(glb_newobs_df[, glb_rsp_var]))) {
require(caTools)
set.seed(glb_split_sample.seed)
split <- sample.split(glb_trnobs_df[, glb_rsp_var_raw],
SplitRatio=1 - (nrow(glb_newobs_df) * 1.1 / nrow(glb_trnobs_df)))
glb_fitobs_df <- glb_trnobs_df[split, ]
glb_OOBobs_df <- glb_trnobs_df[!split ,]
} else {
print(sprintf("Newdata contains non-NA data for %s; setting OOB to Newdata",
glb_rsp_var))
glb_fitobs_df <- glb_trnobs_df; glb_OOBobs_df <- glb_newobs_df
}## [1] "Newdata contains non-NA data for Life.Exp; setting OOB to Newdata"if (!is.null(glb_max_fitobs) && (nrow(glb_fitobs_df) > glb_max_fitobs)) {
warning("glb_fitobs_df restricted to glb_max_fitobs: ",
format(glb_max_fitobs, big.mark=","))
org_fitobs_df <- glb_fitobs_df
glb_fitobs_df <-
org_fitobs_df[split <- sample.split(org_fitobs_df[, glb_rsp_var_raw],
SplitRatio=glb_max_fitobs), ]
org_fitobs_df <- NULL
}
glb_allobs_df$.lcn <- ""
glb_allobs_df[glb_allobs_df[, glb_id_var] %in%
glb_fitobs_df[, glb_id_var], ".lcn"] <- "Fit"
glb_allobs_df[glb_allobs_df[, glb_id_var] %in%
glb_OOBobs_df[, glb_id_var], ".lcn"] <- "OOB"
dsp_class_dstrb <- function(obs_df, location_var, partition_var) {
xtab_df <- mycreate_xtab_df(obs_df, c(location_var, partition_var))
rownames(xtab_df) <- xtab_df[, location_var]
xtab_df <- xtab_df[, -grepl(location_var, names(xtab_df))]
print(xtab_df)
print(xtab_df / rowSums(xtab_df, na.rm=TRUE))
}
# Ensure proper splits by glb_rsp_var_raw & user-specified feature for OOB vs. new
if (!is.null(glb_category_vars)) {
if (glb_is_classification)
dsp_class_dstrb(glb_allobs_df, ".lcn", glb_rsp_var_raw)
newobs_ctgry_df <- mycreate_sqlxtab_df(subset(glb_allobs_df, .src == "Test"),
glb_category_vars)
OOBobs_ctgry_df <- mycreate_sqlxtab_df(subset(glb_allobs_df, .lcn == "OOB"),
glb_category_vars)
glb_ctgry_df <- merge(newobs_ctgry_df, OOBobs_ctgry_df, by=glb_category_vars
, all=TRUE, suffixes=c(".Tst", ".OOB"))
glb_ctgry_df$.freqRatio.Tst <- glb_ctgry_df$.n.Tst / sum(glb_ctgry_df$.n.Tst, na.rm=TRUE)
glb_ctgry_df$.freqRatio.OOB <- glb_ctgry_df$.n.OOB / sum(glb_ctgry_df$.n.OOB, na.rm=TRUE)
print(orderBy(~-.freqRatio.Tst-.freqRatio.OOB, glb_ctgry_df))
}
# Run this line by line
print("glb_feats_df:"); print(dim(glb_feats_df))## [1] "glb_feats_df:"## [1] 13 12sav_feats_df <- glb_feats_df
glb_feats_df <- sav_feats_df
glb_feats_df[, "rsp_var_raw"] <- FALSE
glb_feats_df[glb_feats_df$id == glb_rsp_var_raw, "rsp_var_raw"] <- TRUE
glb_feats_df$exclude.as.feat <- (glb_feats_df$exclude.as.feat == 1)
if (!is.null(glb_id_var) && glb_id_var != ".rownames")
glb_feats_df[glb_feats_df$id %in% glb_id_var, "id_var"] <- TRUE
add_feats_df <- data.frame(id=glb_rsp_var, exclude.as.feat=TRUE, rsp_var=TRUE)
row.names(add_feats_df) <- add_feats_df$id; print(add_feats_df)## id exclude.as.feat rsp_var
## Life.Exp Life.Exp TRUE TRUEglb_feats_df <- myrbind_df(glb_feats_df, add_feats_df)
if (glb_id_var != ".rownames")
print(subset(glb_feats_df, rsp_var_raw | rsp_var | id_var)) else
print(subset(glb_feats_df, rsp_var_raw | rsp_var)) ## id cor.y exclude.as.feat cor.y.abs cor.high.X freqRatio
## Life.Exp Life.Exp NA TRUE NA <NA> NA
## percentUnique zeroVar nzv myNearZV is.cor.y.abs.low
## Life.Exp NA NA NA NA NA
## interaction.feat rsp_var_raw id_var rsp_var
## Life.Exp NA NA NA TRUEprint("glb_feats_df vs. glb_allobs_df: "); ## [1] "glb_feats_df vs. glb_allobs_df: "print(setdiff(glb_feats_df$id, names(glb_allobs_df)))## character(0)print("glb_allobs_df vs. glb_feats_df: "); ## [1] "glb_allobs_df vs. glb_feats_df: "# Ensure these are only chr vars
print(setdiff(setdiff(names(glb_allobs_df), glb_feats_df$id),
myfind_chr_cols_df(glb_allobs_df)))## character(0)#print(setdiff(setdiff(names(glb_allobs_df), glb_exclude_vars_as_features),
# glb_feats_df$id))
print("glb_allobs_df: "); print(dim(glb_allobs_df))## [1] "glb_allobs_df: "## [1] 50 20print("glb_trnobs_df: "); print(dim(glb_trnobs_df))## [1] "glb_trnobs_df: "## [1] 35 19print("glb_fitobs_df: "); print(dim(glb_fitobs_df))## [1] "glb_fitobs_df: "## [1] 35 19print("glb_OOBobs_df: "); print(dim(glb_OOBobs_df))## [1] "glb_OOBobs_df: "## [1] 15 19print("glb_newobs_df: "); print(dim(glb_newobs_df))## [1] "glb_newobs_df: "## [1] 15 19# # Does not handle NULL or length(glb_id_var) > 1
# glb_allobs_df$.src.trn <- 0
# glb_allobs_df[glb_allobs_df[, glb_id_var] %in% glb_trnobs_df[, glb_id_var],
# ".src.trn"] <- 1
# glb_allobs_df$.src.fit <- 0
# glb_allobs_df[glb_allobs_df[, glb_id_var] %in% glb_fitobs_df[, glb_id_var],
# ".src.fit"] <- 1
# glb_allobs_df$.src.OOB <- 0
# glb_allobs_df[glb_allobs_df[, glb_id_var] %in% glb_OOBobs_df[, glb_id_var],
# ".src.OOB"] <- 1
# glb_allobs_df$.src.new <- 0
# glb_allobs_df[glb_allobs_df[, glb_id_var] %in% glb_newobs_df[, glb_id_var],
# ".src.new"] <- 1
# #print(unique(glb_allobs_df[, ".src.trn"]))
# write_cols <- c(glb_feats_df$id,
# ".src.trn", ".src.fit", ".src.OOB", ".src.new")
# glb_allobs_df <- glb_allobs_df[, write_cols]
#
# tmp_feats_df <- glb_feats_df
# tmp_entity_df <- glb_allobs_df
if (glb_save_envir)
save(glb_feats_df,
glb_allobs_df, #glb_trnobs_df, glb_fitobs_df, glb_OOBobs_df, glb_newobs_df,
file=paste0(glb_out_pfx, "blddfs_dsk.RData"))
# load(paste0(glb_out_pfx, "blddfs_dsk.RData"))
# if (!all.equal(tmp_feats_df, glb_feats_df))
# stop("glb_feats_df r/w not working")
# if (!all.equal(tmp_entity_df, glb_allobs_df))
# stop("glb_allobs_df r/w not working")
rm(split)
glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.models", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 9 partition.data.training 6 0 17.354 17.652 0.299
## 10 fit.models 7 0 17.653 NA NAStep 7.0: fit models
# load(paste0(glb_out_pfx, "dsk.RData"))
# keep_cols <- setdiff(names(glb_allobs_df),
# grep("^.src", names(glb_allobs_df), value=TRUE))
# glb_trnobs_df <- glb_allobs_df[glb_allobs_df$.src.trn == 1, keep_cols]
# glb_fitobs_df <- glb_allobs_df[glb_allobs_df$.src.fit == 1, keep_cols]
# glb_OOBobs_df <- glb_allobs_df[glb_allobs_df$.src.OOB == 1, keep_cols]
# glb_newobs_df <- glb_allobs_df[glb_allobs_df$.src.new == 1, keep_cols]
#
# glb_models_lst <- list(); glb_models_df <- data.frame()
#
if (glb_is_classification && glb_is_binomial &&
(length(unique(glb_fitobs_df[, glb_rsp_var])) < 2))
stop("glb_fitobs_df$", glb_rsp_var, ": contains less than 2 unique values: ",
paste0(unique(glb_fitobs_df[, glb_rsp_var]), collapse=", "))
max_cor_y_x_vars <- orderBy(~ -cor.y.abs,
subset(glb_feats_df, (exclude.as.feat == 0) & !is.cor.y.abs.low &
is.na(cor.high.X)))[1:2, "id"]
# while(length(max_cor_y_x_vars) < 2) {
# max_cor_y_x_vars <- c(max_cor_y_x_vars, orderBy(~ -cor.y.abs,
# subset(glb_feats_df, (exclude.as.feat == 0) & !is.cor.y.abs.low))[3, "id"])
# }
if (!is.null(glb_Baseline_mdl_var)) {
if ((max_cor_y_x_vars[1] != glb_Baseline_mdl_var) &
(glb_feats_df[max_cor_y_x_vars[1], "cor.y.abs"] >
glb_feats_df[glb_Baseline_mdl_var, "cor.y.abs"]))
stop(max_cor_y_x_vars[1], " has a lower correlation with ", glb_rsp_var,
" than the Baseline var: ", glb_Baseline_mdl_var)
}
glb_model_type <- ifelse(glb_is_regression, "regression", "classification")
# Baseline
if (!is.null(glb_Baseline_mdl_var))
ret_lst <- myfit_mdl_fn(model_id="Baseline", model_method="mybaseln_classfr",
indep_vars_vctr=glb_Baseline_mdl_var,
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df)
# Most Frequent Outcome "MFO" model: mean(y) for regression
# Not using caret's nullModel since model stats not avl
# Cannot use rpart for multinomial classification since it predicts non-MFO
ret_lst <- myfit_mdl(model_id="MFO",
model_method=ifelse(glb_is_regression, "lm", "myMFO_classfr"),
model_type=glb_model_type,
indep_vars_vctr=".rnorm",
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df)## [1] "fitting model: MFO.lm"
## [1] " indep_vars: .rnorm"
## Fitting parameter = none on full training set
##
## Call:
## lm(formula = .outcome ~ ., data = dat)
##
## Residuals:
## Min 1Q Median 3Q Max
## -2.8679 -0.4467 -0.1146 1.0084 2.1875
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 70.8425 0.2219 319.260 <2e-16 ***
## .rnorm -0.2763 0.2516 -1.098 0.28
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.312 on 33 degrees of freedom
## Multiple R-squared: 0.03526, Adjusted R-squared: 0.006029
## F-statistic: 1.206 on 1 and 33 DF, p-value: 0.28
##
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method feats max.nTuningRuns min.elapsedtime.everything
## 1 MFO.lm lm .rnorm 0 0.649
## min.elapsedtime.final max.R.sq.fit min.RMSE.fit max.R.sq.OOB
## 1 0.003 0.03526376 1.274159 -0.1638247
## min.RMSE.OOB max.Adj.R.sq.fit
## 1 1.512725 0.006029329if (glb_is_classification)
# "random" model - only for classification;
# none needed for regression since it is same as MFO
ret_lst <- myfit_mdl(model_id="Random", model_method="myrandom_classfr",
model_type=glb_model_type,
indep_vars_vctr=".rnorm",
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df)
# Any models that have tuning parameters has "better" results with cross-validation
# (except rf) & "different" results for different outcome metrics
# Max.cor.Y
# Check impact of cv
# rpart is not a good candidate since caret does not optimize cp (only tuning parameter of rpart) well
ret_lst <- myfit_mdl(model_id="Max.cor.Y.cv.0",
model_method="rpart",
model_type=glb_model_type,
indep_vars_vctr=max_cor_y_x_vars,
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df)## [1] "fitting model: Max.cor.Y.cv.0.rpart"
## [1] " indep_vars: Murder, Income"## Loading required package: rpart## Fitting cp = 0.52 on full training set## Loading required package: rpart.plot
## Call:
## rpart(formula = .outcome ~ ., control = list(minsplit = 20, minbucket = 7,
## cp = 0, maxcompete = 4, maxsurrogate = 5, usesurrogate = 2,
## surrogatestyle = 0, maxdepth = 30, xval = 0))
## n= 35
##
## CP nsplit rel error
## 1 0.5202823 0 1
##
## Node number 1: 35 observations
## mean=70.83543, MSE=1.682825
##
## n= 35
##
## node), split, n, deviance, yval
## * denotes terminal node
##
## 1) root 35 58.89887 70.83543 *
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method feats max.nTuningRuns
## 1 Max.cor.Y.cv.0.rpart rpart Murder, Income 0
## min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1 0.549 0.007 0
## min.RMSE.fit max.R.sq.OOB min.RMSE.OOB
## 1 1.297237 0 1.40222ret_lst <- myfit_mdl(model_id="Max.cor.Y.cv.0.cp.0",
model_method="rpart",
model_type=glb_model_type,
indep_vars_vctr=max_cor_y_x_vars,
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
n_cv_folds=0,
tune_models_df=data.frame(parameter="cp", min=0.0, max=0.0, by=0.1))## [1] "fitting model: Max.cor.Y.cv.0.cp.0.rpart"
## [1] " indep_vars: Murder, Income"
## Fitting cp = 0 on full training set
## Call:
## rpart(formula = .outcome ~ ., control = list(minsplit = 20, minbucket = 7,
## cp = 0, maxcompete = 4, maxsurrogate = 5, usesurrogate = 2,
## surrogatestyle = 0, maxdepth = 30, xval = 0))
## n= 35
##
## CP nsplit rel error
## 1 0.5202823 0 1.0000000
## 2 0.1444640 1 0.4797177
## 3 0.0000000 2 0.3352537
##
## Variable importance
## Murder Income
## 86 14
##
## Node number 1: 35 observations, complexity param=0.5202823
## mean=70.83543, MSE=1.682825
## left son=2 (21 obs) right son=3 (14 obs)
## Primary splits:
## Murder < 5.8 to the right, improve=0.5202823, (0 missing)
## Income < 3891 to the left, improve=0.3716857, (0 missing)
## Surrogate splits:
## Income < 5193 to the left, agree=0.657, adj=0.143, (0 split)
##
## Node number 2: 21 observations, complexity param=0.144464
## mean=70.07143, MSE=0.9915456
## left son=4 (8 obs) right son=5 (13 obs)
## Primary splits:
## Murder < 11.05 to the right, improve=0.4086340, (0 missing)
## Income < 3929 to the left, improve=0.3497827, (0 missing)
## Surrogate splits:
## Income < 3673.5 to the left, agree=0.714, adj=0.25, (0 split)
##
## Node number 3: 14 observations
## mean=71.98143, MSE=0.5308837
##
## Node number 4: 8 observations
## mean=69.26, MSE=0.89055
##
## Node number 5: 13 observations
## mean=70.57077, MSE=0.3991763
##
## n= 35
##
## node), split, n, deviance, yval
## * denotes terminal node
##
## 1) root 35 58.898870 70.83543
## 2) Murder>=5.8 21 20.822460 70.07143
## 4) Murder>=11.05 8 7.124400 69.26000 *
## 5) Murder< 11.05 13 5.189292 70.57077 *
## 3) Murder< 5.8 14 7.432371 71.98143 *
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method feats max.nTuningRuns
## 1 Max.cor.Y.cv.0.cp.0.rpart rpart Murder, Income 0
## min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1 0.437 0.006 0.6647463
## min.RMSE.fit max.R.sq.OOB min.RMSE.OOB
## 1 0.7511147 0.4764582 1.014593if (glb_is_regression || glb_is_binomial) # For multinomials this model will be run next by default
ret_lst <- myfit_mdl(model_id="Max.cor.Y",
model_method="rpart",
model_type=glb_model_type,
indep_vars_vctr=max_cor_y_x_vars,
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
n_cv_folds=glb_n_cv_folds, tune_models_df=NULL)## [1] "fitting model: Max.cor.Y.rpart"
## [1] " indep_vars: Murder, Income"
## Aggregating results
## Selecting tuning parameters
## Fitting cp = 0.52 on full training set## Warning in myfit_mdl(model_id = "Max.cor.Y", model_method = "rpart",
## model_type = glb_model_type, : model's bestTune found at an extreme of
## tuneGrid for parameter: cp
## Call:
## rpart(formula = .outcome ~ ., control = list(minsplit = 20, minbucket = 7,
## cp = 0, maxcompete = 4, maxsurrogate = 5, usesurrogate = 2,
## surrogatestyle = 0, maxdepth = 30, xval = 0))
## n= 35
##
## CP nsplit rel error
## 1 0.5202823 0 1
##
## Node number 1: 35 observations
## mean=70.83543, MSE=1.682825
##
## n= 35
##
## node), split, n, deviance, yval
## * denotes terminal node
##
## 1) root 35 58.89887 70.83543 *
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method feats max.nTuningRuns
## 1 Max.cor.Y.rpart rpart Murder, Income 3
## min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1 0.924 0.007 0
## min.RMSE.fit max.R.sq.OOB min.RMSE.OOB max.Rsquared.fit min.RMSESD.fit
## 1 1.13825 0 1.40222 0.3110708 0.1557052
## max.RsquaredSD.fit
## 1 0.1418048# Used to compare vs. Interactions.High.cor.Y and/or Max.cor.Y.TmSrs
ret_lst <- myfit_mdl(model_id="Max.cor.Y",
model_method=ifelse(glb_is_regression, "lm",
ifelse(glb_is_binomial, "glm", "rpart")),
model_type=glb_model_type,
indep_vars_vctr=max_cor_y_x_vars,
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
n_cv_folds=glb_n_cv_folds, tune_models_df=NULL)## [1] "fitting model: Max.cor.Y.lm"
## [1] " indep_vars: Murder, Income"
## Aggregating results
## Fitting final model on full training set
##
## Call:
## lm(formula = .outcome ~ ., data = dat)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.4230 -0.3956 -0.0785 0.5158 1.4756
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 70.6375648 1.2345627 57.217 < 2e-16 ***
## Murder -0.2609401 0.0338571 -7.707 8.71e-09 ***
## Income 0.0004876 0.0002611 1.868 0.071 .
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.7358 on 32 degrees of freedom
## Multiple R-squared: 0.7058, Adjusted R-squared: 0.6874
## F-statistic: 38.39 on 2 and 32 DF, p-value: 3.145e-09
##
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method feats max.nTuningRuns
## 1 Max.cor.Y.lm lm Murder, Income 1
## min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1 1.023 0.002 0.705827
## min.RMSE.fit max.R.sq.OOB min.RMSE.OOB max.Adj.R.sq.fit max.Rsquared.fit
## 1 0.8349469 0.491967 0.9994526 0.6874411 0.6946483
## min.RMSESD.fit max.RsquaredSD.fit
## 1 0.1059423 0.1244454if (!is.null(glb_date_vars) &&
(sum(grepl(paste(glb_date_vars, "\\.day\\.minutes\\.poly\\.", sep=""),
names(glb_allobs_df))) > 0)) {
# ret_lst <- myfit_mdl(model_id="Max.cor.Y.TmSrs.poly1",
# model_method=ifelse(glb_is_regression, "lm",
# ifelse(glb_is_binomial, "glm", "rpart")),
# model_type=glb_model_type,
# indep_vars_vctr=c(max_cor_y_x_vars, paste0(glb_date_vars, ".day.minutes")),
# rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
# fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
# n_cv_folds=glb_n_cv_folds, tune_models_df=NULL)
#
ret_lst <- myfit_mdl(model_id="Max.cor.Y.TmSrs.poly",
model_method=ifelse(glb_is_regression, "lm",
ifelse(glb_is_binomial, "glm", "rpart")),
model_type=glb_model_type,
indep_vars_vctr=c(max_cor_y_x_vars,
grep(paste(glb_date_vars, "\\.day\\.minutes\\.poly\\.", sep=""),
names(glb_allobs_df), value=TRUE)),
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
n_cv_folds=glb_n_cv_folds, tune_models_df=NULL)
}
# Interactions.High.cor.Y
if (length(int_feats <- setdiff(unique(glb_feats_df$cor.high.X), NA)) > 0) {
# lm & glm handle interaction terms; rpart & rf do not
if (glb_is_regression || glb_is_binomial) {
indep_vars_vctr <-
c(max_cor_y_x_vars, paste(max_cor_y_x_vars[1], int_feats, sep=":"))
} else { indep_vars_vctr <- union(max_cor_y_x_vars, int_feats) }
ret_lst <- myfit_mdl(model_id="Interact.High.cor.Y",
model_method=ifelse(glb_is_regression, "lm",
ifelse(glb_is_binomial, "glm", "rpart")),
model_type=glb_model_type,
indep_vars_vctr,
glb_rsp_var, glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
n_cv_folds=glb_n_cv_folds, tune_models_df=NULL)
} ## [1] "fitting model: Interact.High.cor.Y.lm"
## [1] " indep_vars: Murder, Income, Murder:Illiteracy, Murder:HS.Grad, Murder:Murder"
## Aggregating results
## Fitting final model on full training set
##
## Call:
## lm(formula = .outcome ~ ., data = dat)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.5001 -0.3157 -0.0616 0.5171 1.2410
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 71.4520821 1.4857446 48.092 <2e-16 ***
## Murder -0.4576543 0.1985981 -2.304 0.0283 *
## Income 0.0002815 0.0003403 0.827 0.4147
## `Murder:Illiteracy` 0.0170160 0.0373674 0.455 0.6521
## `Murder:HS.Grad` 0.0037262 0.0032615 1.142 0.2623
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.7431 on 30 degrees of freedom
## Multiple R-squared: 0.7187, Adjusted R-squared: 0.6812
## F-statistic: 19.16 on 4 and 30 DF, p-value: 6.433e-08
##
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method
## 1 Interact.High.cor.Y.lm lm
## feats
## 1 Murder, Income, Murder:Illiteracy, Murder:HS.Grad, Murder:Murder
## max.nTuningRuns min.elapsedtime.everything min.elapsedtime.final
## 1 1 0.805 0.003
## max.R.sq.fit min.RMSE.fit max.R.sq.OOB min.RMSE.OOB max.Adj.R.sq.fit
## 1 0.7187136 0.8694013 0.492048 0.9993728 0.6812088
## max.Rsquared.fit min.RMSESD.fit max.RsquaredSD.fit
## 1 0.644158 0.1370642 0.1714077# Low.cor.X
# if (glb_is_classification && glb_is_binomial)
# indep_vars_vctr <- subset(glb_feats_df, is.na(cor.high.X) &
# is.ConditionalX.y &
# (exclude.as.feat != 1))[, "id"] else
indep_vars_vctr <- subset(glb_feats_df, is.na(cor.high.X) & !myNearZV &
(exclude.as.feat != 1))[, "id"]
myadjust_interaction_feats <- function(vars_vctr) {
for (feat in subset(glb_feats_df, !is.na(interaction.feat))$id)
if (feat %in% vars_vctr)
vars_vctr <- union(setdiff(vars_vctr, feat),
paste0(glb_feats_df[glb_feats_df$id == feat, "interaction.feat"], ":", feat))
return(vars_vctr)
}
indep_vars_vctr <- myadjust_interaction_feats(indep_vars_vctr)
ret_lst <- myfit_mdl(model_id="Low.cor.X",
model_method=ifelse(glb_is_regression, "lm",
ifelse(glb_is_binomial, "glm", "rpart")),
indep_vars_vctr=indep_vars_vctr,
model_type=glb_model_type,
glb_rsp_var, glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
n_cv_folds=glb_n_cv_folds, tune_models_df=NULL)## [1] "fitting model: Low.cor.X.lm"
## [1] " indep_vars: Income, Area, state.area, state.division.fctr, .rnorm, Population, x, Murder"
## Aggregating results
## Fitting final model on full training set## Warning: not plotting observations with leverage one:
## 33
## Warning: not plotting observations with leverage one:
## 33
##
## Call:
## lm(formula = .outcome ~ ., data = dat)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.9374 -0.2350 0.0000 0.3009 0.9680
##
## Coefficients:
## Estimate Std. Error t value
## (Intercept) 7.139e+01 4.846e+00 14.732
## Income 8.360e-04 3.200e-04 2.613
## Area -1.092e-04 9.568e-05 -1.141
## state.area 1.112e-04 9.478e-05 1.174
## `state.division.fctrEast North Central` -1.024e+00 1.092e+00 -0.938
## `state.division.fctrEast South Central` 1.005e+00 1.165e+00 0.862
## `state.division.fctrMiddle Atlantic` -2.292e+00 1.545e+00 -1.483
## `state.division.fctrNew England` -1.118e+00 1.713e+00 -0.653
## state.division.fctrPacific -9.447e-01 8.626e-01 -1.095
## `state.division.fctrSouth Atlantic` -1.068e+00 1.291e+00 -0.828
## `state.division.fctrWest North Central` -5.256e-01 7.510e-01 -0.700
## `state.division.fctrWest South Central` -3.825e-01 8.169e-01 -0.468
## .rnorm -3.369e-01 1.663e-01 -2.026
## Population 8.614e-05 8.586e-05 1.003
## x 1.814e-02 4.680e-02 0.388
## Murder -3.422e-01 4.719e-02 -7.251
## Pr(>|t|)
## (Intercept) 7.55e-12 ***
## Income 0.0171 *
## Area 0.2681
## state.area 0.2551
## `state.division.fctrEast North Central` 0.3599
## `state.division.fctrEast South Central` 0.3993
## `state.division.fctrMiddle Atlantic` 0.1544
## `state.division.fctrNew England` 0.5218
## state.division.fctrPacific 0.2872
## `state.division.fctrSouth Atlantic` 0.4182
## `state.division.fctrWest North Central` 0.4925
## `state.division.fctrWest South Central` 0.6450
## .rnorm 0.0570 .
## Population 0.3284
## x 0.7027
## Murder 7.00e-07 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.5656 on 19 degrees of freedom
## Multiple R-squared: 0.8968, Adjusted R-squared: 0.8153
## F-statistic: 11.01 on 15 and 19 DF, p-value: 2.228e-06
##
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method
## 1 Low.cor.X.lm lm
## feats
## 1 Income, Area, state.area, state.division.fctr, .rnorm, Population, x, Murder
## max.nTuningRuns min.elapsedtime.everything min.elapsedtime.final
## 1 1 0.866 0.006
## max.R.sq.fit min.RMSE.fit max.R.sq.OOB min.RMSE.OOB max.Adj.R.sq.fit
## 1 0.8968055 1.310286 -0.4350738 1.679784 0.8153362
## max.Rsquared.fit min.RMSESD.fit max.RsquaredSD.fit
## 1 0.4598377 0.4605754 0.1158658rm(ret_lst)
glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.models", major.inc=FALSE)## label step_major step_minor bgn end elapsed
## 10 fit.models 7 0 17.653 31.074 13.422
## 11 fit.models 7 1 31.075 NA NAfit.models_1_chunk_df <- myadd_chunk(NULL, "fit.models_1_bgn")## label step_major step_minor bgn end elapsed
## 1 fit.models_1_bgn 1 0 32.618 NA NA# Options:
# 1. rpart & rf manual tuning
# 2. rf without pca (default: with pca)
#stop(here); sav_models_lst <- glb_models_lst; sav_models_df <- glb_models_df
#glb_models_lst <- sav_models_lst; glb_models_df <- sav_models_df
# All X that is not user excluded
# if (glb_is_classification && glb_is_binomial) {
# model_id_pfx <- "Conditional.X"
# # indep_vars_vctr <- setdiff(names(glb_fitobs_df), union(glb_rsp_var, glb_exclude_vars_as_features))
# indep_vars_vctr <- subset(glb_feats_df, is.ConditionalX.y &
# (exclude.as.feat != 1))[, "id"]
# } else {
model_id_pfx <- "All.X"
indep_vars_vctr <- subset(glb_feats_df, !myNearZV &
(exclude.as.feat != 1))[, "id"]
# }
indep_vars_vctr <- myadjust_interaction_feats(indep_vars_vctr)
for (method in glb_models_method_vctr) {
fit.models_1_chunk_df <- myadd_chunk(fit.models_1_chunk_df,
paste0("fit.models_1_", method), major.inc=TRUE)
if (method %in% c("rpart", "rf")) {
# rpart: fubar's the tree
# rf: skip the scenario w/ .rnorm for speed
indep_vars_vctr <- setdiff(indep_vars_vctr, c(".rnorm"))
model_id <- paste0(model_id_pfx, ".no.rnorm")
} else model_id <- model_id_pfx
ret_lst <- myfit_mdl(model_id=model_id, model_method=method,
indep_vars_vctr=indep_vars_vctr,
model_type=glb_model_type,
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
n_cv_folds=glb_n_cv_folds, tune_models_df=glb_tune_models_df)
# If All.X.glm is less accurate than Low.Cor.X.glm
# check NA coefficients & filter appropriate terms in indep_vars_vctr
# if (method == "glm") {
# orig_glm <- glb_models_lst[[paste0(model_id, ".", model_method)]]$finalModel
# orig_glm <- glb_models_lst[["All.X.glm"]]$finalModel; print(summary(orig_glm))
# vif_orig_glm <- vif(orig_glm); print(vif_orig_glm)
# print(vif_orig_glm[!is.na(vif_orig_glm) & (vif_orig_glm == Inf)])
# print(which.max(vif_orig_glm))
# print(sort(vif_orig_glm[vif_orig_glm >= 1.0e+03], decreasing=TRUE))
# glb_fitobs_df[c(1143, 3637, 3953, 4105), c("UniqueID", "Popular", "H.P.quandary", "Headline")]
# glb_feats_df[glb_feats_df$id %in% grep("[HSA]\\.nchrs.log", glb_feats_df$id, value=TRUE) | glb_feats_df$cor.high.X %in% grep("[HSA]\\.nchrs.log", glb_feats_df$id, value=TRUE), ]
# glb_feats_df[glb_feats_df$id %in% grep("[HSA]\\.npnct14.log", glb_feats_df$id, value=TRUE) | glb_feats_df$cor.high.X %in% grep("[HSA]\\.npnct14.log", glb_feats_df$id, value=TRUE), ]
# glb_feats_df[glb_feats_df$id %in% grep("[HSA]\\.T.scen", glb_feats_df$id, value=TRUE) | glb_feats_df$cor.high.X %in% grep("[HSA]\\.T.scen", glb_feats_df$id, value=TRUE), ]
# glb_feats_df[glb_feats_df$id %in% grep("[HSA]\\.P.first", glb_feats_df$id, value=TRUE) | glb_feats_df$cor.high.X %in% grep("[HSA]\\.P.first", glb_feats_df$id, value=TRUE), ]
# all.equal(glb_allobs_df$S.nuppr.log, glb_allobs_df$A.nuppr.log)
# all.equal(glb_allobs_df$S.npnct19.log, glb_allobs_df$A.npnct19.log)
# all.equal(glb_allobs_df$S.P.year.colon, glb_allobs_df$A.P.year.colon)
# all.equal(glb_allobs_df$S.T.share, glb_allobs_df$A.T.share)
# all.equal(glb_allobs_df$H.T.clip, glb_allobs_df$H.P.daily.clip.report)
# cor(glb_allobs_df$S.T.herald, glb_allobs_df$S.T.tribun)
# dsp_obs(Abstract.contains="[Dd]iar", cols=("Abstract"), all=TRUE)
# dsp_obs(Abstract.contains="[Ss]hare", cols=("Abstract"), all=TRUE)
# subset(glb_feats_df, cor.y.abs <= glb_feats_df[glb_feats_df$id == ".rnorm", "cor.y.abs"])
# corxx_mtrx <- cor(data.matrix(glb_allobs_df[, setdiff(names(glb_allobs_df), myfind_chr_cols_df(glb_allobs_df))]), use="pairwise.complete.obs"); abs_corxx_mtrx <- abs(corxx_mtrx); diag(abs_corxx_mtrx) <- 0
# which.max(abs_corxx_mtrx["S.T.tribun", ])
# abs_corxx_mtrx["A.npnct08.log", "S.npnct08.log"]
# step_glm <- step(orig_glm)
# }
# Since caret does not optimize rpart well
# if (method == "rpart")
# ret_lst <- myfit_mdl(model_id=paste0(model_id_pfx, ".cp.0"), model_method=method,
# indep_vars_vctr=indep_vars_vctr,
# model_type=glb_model_type,
# rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
# fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
# n_cv_folds=0, tune_models_df=data.frame(parameter="cp", min=0.0, max=0.0, by=0.1))
}## label step_major step_minor bgn end elapsed
## 1 fit.models_1_bgn 1 0 32.618 32.631 0.013
## 2 fit.models_1_lm 2 0 32.631 NA NA
## [1] "fitting model: All.X.lm"
## [1] " indep_vars: HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, .rnorm, Population, x, Illiteracy, Murder"
## Aggregating results
## Fitting final model on full training set## Warning: not plotting observations with leverage one:
## 33
## Warning: not plotting observations with leverage one:
## 33
##
## Call:
## lm(formula = .outcome ~ ., data = dat)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.1017 -0.1744 0.0000 0.2392 0.7914
##
## Coefficients: (3 not defined because of singularities)
## Estimate Std. Error t value
## (Intercept) 7.198e+01 6.650e+00 10.824
## HS.Grad 1.257e-02 5.190e-02 0.242
## y 1.703e-02 8.052e-02 0.211
## Frost -4.546e-03 6.638e-03 -0.685
## `state.region.fctrNorth Central` -3.991e-01 7.427e-01 -0.537
## state.region.fctrNortheast -1.075e+00 1.398e+00 -0.769
## state.region.fctrWest 1.207e-01 1.005e+00 0.120
## Income 7.524e-04 4.188e-04 1.797
## Area -9.414e-05 1.120e-04 -0.840
## state.area 9.721e-05 1.113e-04 0.873
## `state.division.fctrEast North Central` -5.053e-01 6.867e-01 -0.736
## `state.division.fctrEast South Central` 1.119e+00 8.900e-01 1.257
## `state.division.fctrMiddle Atlantic` -9.746e-01 9.227e-01 -1.056
## `state.division.fctrNew England` NA NA NA
## state.division.fctrPacific -1.331e+00 1.440e+00 -0.925
## `state.division.fctrSouth Atlantic` -8.597e-01 8.867e-01 -0.970
## `state.division.fctrWest North Central` NA NA NA
## `state.division.fctrWest South Central` NA NA NA
## .rnorm -2.927e-01 1.921e-01 -1.524
## Population 6.330e-05 9.991e-05 0.634
## x 2.809e-02 5.134e-02 0.547
## Illiteracy -4.387e-01 6.378e-01 -0.688
## Murder -3.088e-01 6.394e-02 -4.830
## Pr(>|t|)
## (Intercept) 1.75e-08 ***
## HS.Grad 0.811903
## y 0.835357
## Frost 0.503909
## `state.region.fctrNorth Central` 0.598856
## state.region.fctrNortheast 0.453771
## state.region.fctrWest 0.906057
## Income 0.092525 .
## Area 0.413945
## state.area 0.396368
## `state.division.fctrEast North Central` 0.473224
## `state.division.fctrEast South Central` 0.227928
## `state.division.fctrMiddle Atlantic` 0.307561
## `state.division.fctrNew England` NA
## state.division.fctrPacific 0.369859
## `state.division.fctrSouth Atlantic` 0.347615
## `state.division.fctrWest North Central` NA
## `state.division.fctrWest South Central` NA
## .rnorm 0.148340
## Population 0.535914
## x 0.592257
## Illiteracy 0.502058
## Murder 0.000221 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.6102 on 15 degrees of freedom
## Multiple R-squared: 0.9052, Adjusted R-squared: 0.7851
## F-statistic: 7.536 on 19 and 15 DF, p-value: 0.0001267
##
## [1] " calling mypredict_mdl for fit:"## Warning in predict.lm(modelFit, newdata): prediction from a rank-deficient
## fit may be misleading## Warning in predict.lm(modelFit, newdata): prediction from a rank-deficient
## fit may be misleading## [1] " calling mypredict_mdl for OOB:"## Warning in predict.lm(modelFit, newdata): prediction from a rank-deficient
## fit may be misleading## Warning in predict.lm(modelFit, newdata): prediction from a rank-deficient
## fit may be misleading## model_id model_method
## 1 All.X.lm lm
## feats
## 1 HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, .rnorm, Population, x, Illiteracy, Murder
## max.nTuningRuns min.elapsedtime.everything min.elapsedtime.final
## 1 1 0.841 0.01
## max.R.sq.fit min.RMSE.fit max.R.sq.OOB min.RMSE.OOB max.Adj.R.sq.fit
## 1 0.9051765 1.83507 -0.4939665 1.713905 0.7850667
## max.Rsquared.fit min.RMSESD.fit max.RsquaredSD.fit
## 1 0.3370194 0.5357182 0.1074956
## label step_major step_minor bgn end elapsed
## 2 fit.models_1_lm 2 0 32.631 35.277 2.646
## 3 fit.models_1_glm 3 0 35.277 NA NA
## [1] "fitting model: All.X.glm"
## [1] " indep_vars: HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, .rnorm, Population, x, Illiteracy, Murder"
## Aggregating results
## Fitting final model on full training set## Warning: not plotting observations with leverage one:
## 33
## Warning: not plotting observations with leverage one:
## 33
##
## Call:
## NULL
##
## Deviance Residuals:
## Min 1Q Median 3Q Max
## -1.1017 -0.1744 0.0000 0.2392 0.7914
##
## Coefficients: (3 not defined because of singularities)
## Estimate Std. Error t value
## (Intercept) 7.198e+01 6.650e+00 10.824
## HS.Grad 1.257e-02 5.190e-02 0.242
## y 1.703e-02 8.052e-02 0.211
## Frost -4.546e-03 6.638e-03 -0.685
## `state.region.fctrNorth Central` -3.991e-01 7.427e-01 -0.537
## state.region.fctrNortheast -1.075e+00 1.398e+00 -0.769
## state.region.fctrWest 1.207e-01 1.005e+00 0.120
## Income 7.524e-04 4.188e-04 1.797
## Area -9.414e-05 1.120e-04 -0.840
## state.area 9.721e-05 1.113e-04 0.873
## `state.division.fctrEast North Central` -5.053e-01 6.867e-01 -0.736
## `state.division.fctrEast South Central` 1.119e+00 8.900e-01 1.257
## `state.division.fctrMiddle Atlantic` -9.746e-01 9.227e-01 -1.056
## `state.division.fctrNew England` NA NA NA
## state.division.fctrPacific -1.331e+00 1.440e+00 -0.925
## `state.division.fctrSouth Atlantic` -8.597e-01 8.867e-01 -0.970
## `state.division.fctrWest North Central` NA NA NA
## `state.division.fctrWest South Central` NA NA NA
## .rnorm -2.927e-01 1.921e-01 -1.524
## Population 6.330e-05 9.991e-05 0.634
## x 2.809e-02 5.134e-02 0.547
## Illiteracy -4.387e-01 6.378e-01 -0.688
## Murder -3.088e-01 6.394e-02 -4.830
## Pr(>|t|)
## (Intercept) 1.75e-08 ***
## HS.Grad 0.811903
## y 0.835357
## Frost 0.503909
## `state.region.fctrNorth Central` 0.598856
## state.region.fctrNortheast 0.453771
## state.region.fctrWest 0.906057
## Income 0.092525 .
## Area 0.413945
## state.area 0.396368
## `state.division.fctrEast North Central` 0.473224
## `state.division.fctrEast South Central` 0.227928
## `state.division.fctrMiddle Atlantic` 0.307561
## `state.division.fctrNew England` NA
## state.division.fctrPacific 0.369859
## `state.division.fctrSouth Atlantic` 0.347615
## `state.division.fctrWest North Central` NA
## `state.division.fctrWest South Central` NA
## .rnorm 0.148340
## Population 0.535914
## x 0.592257
## Illiteracy 0.502058
## Murder 0.000221 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## (Dispersion parameter for gaussian family taken to be 0.3723332)
##
## Null deviance: 58.899 on 34 degrees of freedom
## Residual deviance: 5.585 on 15 degrees of freedom
## AIC: 77.091
##
## Number of Fisher Scoring iterations: 2
##
## [1] " calling mypredict_mdl for fit:"## Warning in predict.lm(object, newdata, se.fit, scale = 1, type =
## ifelse(type == : prediction from a rank-deficient fit may be misleading## Warning in predict.lm(object, newdata, se.fit, scale = 1, type =
## ifelse(type == : prediction from a rank-deficient fit may be misleading## [1] " calling mypredict_mdl for OOB:"## Warning in predict.lm(object, newdata, se.fit, scale = 1, type =
## ifelse(type == : prediction from a rank-deficient fit may be misleading## Warning in predict.lm(object, newdata, se.fit, scale = 1, type =
## ifelse(type == : prediction from a rank-deficient fit may be misleading## model_id model_method
## 1 All.X.glm glm
## feats
## 1 HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, .rnorm, Population, x, Illiteracy, Murder
## max.nTuningRuns min.elapsedtime.everything min.elapsedtime.final
## 1 1 0.865 0.014
## max.R.sq.fit min.RMSE.fit max.R.sq.OOB min.RMSE.OOB min.aic.fit
## 1 0.9051765 1.83507 -0.4939665 1.713905 77.09146
## max.Rsquared.fit min.RMSESD.fit max.RsquaredSD.fit
## 1 0.3370194 0.5357182 0.1074956
## label step_major step_minor bgn end elapsed
## 3 fit.models_1_glm 3 0 35.277 37.63 2.354
## 4 fit.models_1_bayesglm 4 0 37.631 NA NA
## [1] "fitting model: All.X.bayesglm"
## [1] " indep_vars: HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, .rnorm, Population, x, Illiteracy, Murder"## Loading required package: arm
## Loading required package: MASS
##
## Attaching package: 'MASS'
##
## The following object is masked from 'package:dplyr':
##
## select
##
## Loading required package: Matrix
## Loading required package: lme4
## Loading required package: Rcpp
##
## arm (Version 1.8-5, built: 2015-05-13)
##
## Working directory is /Users/bbalaji-2012/Documents/Work/Courses/MIT/Analytics_Edge_15_071x/Assignments/HW2_USCensus1977_State
## Aggregating results
## Fitting final model on full training set
##
## Call:
## NULL
##
## Deviance Residuals:
## Min 1Q Median 3Q Max
## -1.10504 -0.17040 -0.01897 0.24553 0.79188
##
## Coefficients:
## Estimate Std. Error t value
## (Intercept) 7.192e+01 7.528e+00 9.554
## HS.Grad 1.321e-02 5.755e-02 0.230
## y 1.217e-02 8.805e-02 0.138
## Frost -4.223e-03 7.278e-03 -0.580
## `state.region.fctrNorth Central` -2.938e-01 3.757e+00 -0.078
## state.region.fctrNortheast -9.020e-01 3.826e+00 -0.236
## state.region.fctrWest 2.895e-01 2.673e+00 0.108
## Income 7.390e-04 4.668e-04 1.583
## Area -9.516e-05 1.250e-04 -0.761
## state.area 9.834e-05 1.242e-04 0.792
## `state.division.fctrEast North Central` -3.820e-01 3.484e+00 -0.110
## `state.division.fctrEast South Central` 1.293e+00 2.524e+00 0.512
## `state.division.fctrMiddle Atlantic` -9.086e-01 3.524e+00 -0.258
## `state.division.fctrNew England` 3.418e-02 3.534e+00 0.010
## state.division.fctrPacific -1.222e+00 1.539e+00 -0.794
## `state.division.fctrSouth Atlantic` -6.689e-01 2.526e+00 -0.265
## `state.division.fctrWest North Central` 9.593e-02 3.475e+00 0.028
## `state.division.fctrWest South Central` 1.711e-01 2.510e+00 0.068
## .rnorm -2.876e-01 2.141e-01 -1.343
## Population 6.041e-05 1.106e-04 0.546
## x 2.772e-02 5.572e-02 0.497
## Illiteracy -4.247e-01 7.040e-01 -0.603
## Murder -3.091e-01 7.128e-02 -4.336
## Pr(>|t|)
## (Intercept) 5.85e-07 ***
## HS.Grad 0.822266
## y 0.892325
## Frost 0.572491
## `state.region.fctrNorth Central` 0.938959
## state.region.fctrNortheast 0.817580
## state.region.fctrWest 0.915541
## Income 0.139372
## Area 0.461288
## state.area 0.443917
## `state.division.fctrEast North Central` 0.914511
## `state.division.fctrEast South Central` 0.617788
## `state.division.fctrMiddle Atlantic` 0.800934
## `state.division.fctrNew England` 0.992442
## state.division.fctrPacific 0.442753
## `state.division.fctrSouth Atlantic` 0.795642
## `state.division.fctrWest North Central` 0.978427
## `state.division.fctrWest South Central` 0.946786
## .rnorm 0.204068
## Population 0.595071
## x 0.627856
## Illiteracy 0.557542
## Murder 0.000968 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## (Dispersion parameter for gaussian family taken to be 0.4657058)
##
## Null deviance: 58.8989 on 34 degrees of freedom
## Residual deviance: 5.5885 on 12 degrees of freedom
## AIC: 83.113
##
## Number of Fisher Scoring iterations: 31
##
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method
## 1 All.X.bayesglm bayesglm
## feats
## 1 HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, .rnorm, Population, x, Illiteracy, Murder
## max.nTuningRuns min.elapsedtime.everything min.elapsedtime.final
## 1 1 1.976 0.051
## max.R.sq.fit min.RMSE.fit max.R.sq.OOB min.RMSE.OOB min.aic.fit
## 1 0.9051175 1.673164 -0.485121 1.708855 83.11321
## max.Rsquared.fit min.RMSESD.fit max.RsquaredSD.fit
## 1 0.3637272 0.3906281 0.0886578
## label step_major step_minor bgn end elapsed
## 4 fit.models_1_bayesglm 4 0 37.631 40.515 2.884
## 5 fit.models_1_rpart 5 0 40.515 NA NA
## [1] "fitting model: All.X.no.rnorm.rpart"
## [1] " indep_vars: HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, Population, x, Illiteracy, Murder"
## Aggregating results
## Selecting tuning parameters
## Fitting cp = 0.52 on full training set## Warning in myfit_mdl(model_id = model_id, model_method = method,
## indep_vars_vctr = indep_vars_vctr, : model's bestTune found at an extreme
## of tuneGrid for parameter: cp
## Call:
## rpart(formula = .outcome ~ ., control = list(minsplit = 20, minbucket = 7,
## cp = 0, maxcompete = 4, maxsurrogate = 5, usesurrogate = 2,
## surrogatestyle = 0, maxdepth = 30, xval = 0))
## n= 35
##
## CP nsplit rel error
## 1 0.5202823 0 1
##
## Node number 1: 35 observations
## mean=70.83543, MSE=1.682825
##
## n= 35
##
## node), split, n, deviance, yval
## * denotes terminal node
##
## 1) root 35 58.89887 70.83543 *
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method
## 1 All.X.no.rnorm.rpart rpart
## feats
## 1 HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, Population, x, Illiteracy, Murder
## max.nTuningRuns min.elapsedtime.everything min.elapsedtime.final
## 1 3 0.921 0.013
## max.R.sq.fit min.RMSE.fit max.R.sq.OOB min.RMSE.OOB max.Rsquared.fit
## 1 0 1.155693 0 1.40222 0.3011671
## min.RMSESD.fit max.RsquaredSD.fit
## 1 0.185915 0.1579136
## label step_major step_minor bgn end elapsed
## 5 fit.models_1_rpart 5 0 40.515 43.934 3.419
## 6 fit.models_1_rf 6 0 43.934 NA NA
## [1] "fitting model: All.X.no.rnorm.rf"
## [1] " indep_vars: HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, Population, x, Illiteracy, Murder"## Loading required package: randomForest
## randomForest 4.6-10
## Type rfNews() to see new features/changes/bug fixes.
##
## Attaching package: 'randomForest'
##
## The following object is masked from 'package:dplyr':
##
## combine
## Aggregating results
## Selecting tuning parameters
## Fitting mtry = 2 on full training set## Warning in myfit_mdl(model_id = model_id, model_method = method,
## indep_vars_vctr = indep_vars_vctr, : model's bestTune found at an extreme
## of tuneGrid for parameter: mtry
## Length Class Mode
## call 4 -none- call
## type 1 -none- character
## predicted 35 -none- numeric
## mse 500 -none- numeric
## rsq 500 -none- numeric
## oob.times 35 -none- numeric
## importance 21 -none- numeric
## importanceSD 0 -none- NULL
## localImportance 0 -none- NULL
## proximity 0 -none- NULL
## ntree 1 -none- numeric
## mtry 1 -none- numeric
## forest 11 -none- list
## coefs 0 -none- NULL
## y 35 -none- numeric
## test 0 -none- NULL
## inbag 0 -none- NULL
## xNames 21 -none- character
## problemType 1 -none- character
## tuneValue 1 data.frame list
## obsLevels 1 -none- logical
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method
## 1 All.X.no.rnorm.rf rf
## feats
## 1 HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, Population, x, Illiteracy, Murder
## max.nTuningRuns min.elapsedtime.everything min.elapsedtime.final
## 1 3 1.782 0.024
## max.R.sq.fit min.RMSE.fit max.R.sq.OOB min.RMSE.OOB max.Rsquared.fit
## 1 0.8648624 0.7878053 0.3724496 1.110307 0.6989583
## min.RMSESD.fit max.RsquaredSD.fit
## 1 0.2050785 0.1760712# User specified
# Ensure at least 2 vars in each regression; else varImp crashes
# sav_models_lst <- glb_models_lst; sav_models_df <- glb_models_df; sav_featsimp_df <- glb_featsimp_df
# glb_models_lst <- sav_models_lst; glb_models_df <- sav_models_df; glm_featsimp_df <- sav_featsimp_df
# easier to exclude features
#model_id <- "";
# indep_vars_vctr <- head(subset(glb_models_df, grepl("All\\.X\\.", model_id), select=feats), 1)
# indep_vars_vctr <- setdiff(indep_vars_vctr, ".rnorm")
# easier to include features
model_id <- "Csm.1"; indep_vars_vctr <- c("Population", "Income", "Illiteracy", "Murder", "HS.Grad", "Frost", "Area")
for (method in c("lm")) {
ret_lst <- myfit_mdl(model_id=model_id, model_method=method,
indep_vars_vctr=indep_vars_vctr,
model_type=glb_model_type,
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
n_cv_folds=glb_n_cv_folds, tune_models_df=glb_tune_models_df)
csm_mdl_id <- paste0(model_id, ".", method)
csm_featsimp_df <- myget_feats_importance(glb_models_lst[[paste0(model_id, ".", method)]]); print(head(csm_featsimp_df))
}## [1] "fitting model: Csm.1.lm"
## [1] " indep_vars: Population, Income, Illiteracy, Murder, HS.Grad, Frost, Area"
## Aggregating results
## Fitting final model on full training set
##
## Call:
## lm(formula = .outcome ~ ., data = dat)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.3740 -0.2984 0.1442 0.4722 0.8784
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 7.161e+01 2.121e+00 33.759 < 2e-16 ***
## Population 2.336e-05 4.786e-05 0.488 0.6294
## Income 1.215e-04 3.436e-04 0.354 0.7263
## Illiteracy -3.890e-01 4.807e-01 -0.809 0.4255
## Murder -2.614e-01 4.630e-02 -5.647 5.39e-06 ***
## HS.Grad 1.943e-02 3.316e-02 0.586 0.5629
## Frost -3.684e-03 3.875e-03 -0.951 0.3502
## Area 6.115e-06 3.258e-06 1.877 0.0714 .
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.6674 on 27 degrees of freedom
## Multiple R-squared: 0.7958, Adjusted R-squared: 0.7429
## F-statistic: 15.03 on 7 and 27 DF, p-value: 7.81e-08
##
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method
## 1 Csm.1.lm lm
## feats
## 1 Population, Income, Illiteracy, Murder, HS.Grad, Frost, Area
## max.nTuningRuns min.elapsedtime.everything min.elapsedtime.final
## 1 1 0.845 0.004
## max.R.sq.fit min.RMSE.fit max.R.sq.OOB min.RMSE.OOB max.Adj.R.sq.fit
## 1 0.7957973 1.070277 0.09058028 1.337206 0.7428559
## max.Rsquared.fit min.RMSESD.fit max.RsquaredSD.fit
## 1 0.5047781 0.222815 0.06898573
## importance
## Murder 100.000000
## Area 28.773018
## Frost 11.278727
## Illiteracy 8.604534
## HS.Grad 4.384197
## Population 2.537741model_id <- "Csm.2"; indep_vars_vctr <- c("Population", "Murder", "HS.Grad", "Frost")
for (method in c("lm")) {
ret_lst <- myfit_mdl(model_id=model_id, model_method=method,
indep_vars_vctr=indep_vars_vctr,
model_type=glb_model_type,
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
n_cv_folds=glb_n_cv_folds, tune_models_df=glb_tune_models_df)
csm_mdl_id <- paste0(model_id, ".", method)
csm_featsimp_df <- myget_feats_importance(glb_models_lst[[paste0(model_id, ".", method)]]); print(head(csm_featsimp_df))
}## [1] "fitting model: Csm.2.lm"
## [1] " indep_vars: Population, Murder, HS.Grad, Frost"
## Aggregating results
## Fitting final model on full training set
##
## Call:
## lm(formula = .outcome ~ ., data = dat)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.4481 -0.4838 0.1375 0.4930 0.8952
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 6.977e+01 1.139e+00 61.245 < 2e-16 ***
## Population 5.537e-05 3.712e-05 1.492 0.14619
## Murder -2.501e-01 4.308e-02 -5.806 2.4e-06 ***
## HS.Grad 5.710e-02 1.818e-02 3.140 0.00378 **
## Frost -2.704e-03 2.988e-03 -0.905 0.37282
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.6748 on 30 degrees of freedom
## Multiple R-squared: 0.7681, Adjusted R-squared: 0.7372
## F-statistic: 24.84 on 4 and 30 DF, p-value: 3.781e-09
##
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method feats max.nTuningRuns
## 1 Csm.2.lm lm Population, Murder, HS.Grad, Frost 1
## min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1 0.808 0.003 0.7680836
## min.RMSE.fit max.R.sq.OOB min.RMSE.OOB max.Adj.R.sq.fit max.Rsquared.fit
## 1 0.8483694 0.6186259 0.865948 0.7371614 0.6383817
## min.RMSESD.fit max.RsquaredSD.fit
## 1 0.1624027 0.04550407
## importance
## Murder 100.00000
## HS.Grad 45.60984
## Population 11.97951
## Frost 0.00000# Ntv.1.lm <- lm(reformulate(indep_vars_vctr, glb_rsp_var), glb_trnobs_df); print(summary(Ntv.1.lm))
#print(dsp_models_df <- orderBy(model_sel_frmla, glb_models_df)[, dsp_models_cols])
#csm_featsimp_df[grepl("H.npnct19.log", row.names(csm_featsimp_df)), , FALSE]
#csm_OOBobs_df <- glb_get_predictions(glb_OOBobs_df, mdl_id=csm_mdl_id, rsp_var_out=glb_rsp_var_out, prob_threshold_def=glb_models_df[glb_models_df$model_id == csm_mdl_id, "opt.prob.threshold.OOB"])
#print(sprintf("%s OOB confusion matrix & accuracy: ", csm_mdl_id)); print(t(confusionMatrix(csm_OOBobs_df[, paste0(glb_rsp_var_out, csm_mdl_id)], csm_OOBobs_df[, glb_rsp_var])$table))
#glb_models_df[, "max.Accuracy.OOB", FALSE]
#varImp(glb_models_lst[["Low.cor.X.glm"]])
#orderBy(~ -Overall, varImp(glb_models_lst[["All.X.2.glm"]])$importance)
#orderBy(~ -Overall, varImp(glb_models_lst[["All.X.3.glm"]])$importance)
#glb_feats_df[grepl("npnct28", glb_feats_df$id), ]
#print(sprintf("%s OOB confusion matrix & accuracy: ", glb_sel_mdl_id)); print(t(confusionMatrix(glb_OOBobs_df[, paste0(glb_rsp_var_out, glb_sel_mdl_id)], glb_OOBobs_df[, glb_rsp_var])$table))
# User specified bivariate models
# indep_vars_vctr_lst <- list()
# for (feat in setdiff(names(glb_fitobs_df),
# union(glb_rsp_var, glb_exclude_vars_as_features)))
# indep_vars_vctr_lst[["feat"]] <- feat
# User specified combinatorial models
# indep_vars_vctr_lst <- list()
# combn_mtrx <- combn(c("<feat1_name>", "<feat2_name>", "<featn_name>"),
# <num_feats_to_choose>)
# for (combn_ix in 1:ncol(combn_mtrx))
# #print(combn_mtrx[, combn_ix])
# indep_vars_vctr_lst[[combn_ix]] <- combn_mtrx[, combn_ix]
# template for myfit_mdl
# rf is hard-coded in caret to recognize only Accuracy / Kappa evaluation metrics
# only for OOB in trainControl ?
# ret_lst <- myfit_mdl_fn(model_id=paste0(model_id_pfx, ""), model_method=method,
# indep_vars_vctr=indep_vars_vctr,
# rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
# fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
# n_cv_folds=glb_n_cv_folds, tune_models_df=glb_tune_models_df,
# model_loss_mtrx=glb_model_metric_terms,
# model_summaryFunction=glb_model_metric_smmry,
# model_metric=glb_model_metric,
# model_metric_maximize=glb_model_metric_maximize)
# Simplify a model
# fit_df <- glb_fitobs_df; glb_mdl <- step(<complex>_mdl)
# Non-caret models
# rpart_area_mdl <- rpart(reformulate("Area", response=glb_rsp_var),
# data=glb_fitobs_df, #method="class",
# control=rpart.control(cp=0.12),
# parms=list(loss=glb_model_metric_terms))
# print("rpart_sel_wlm_mdl"); prp(rpart_sel_wlm_mdl)
#
print(glb_models_df)## model_id model_method
## MFO.lm MFO.lm lm
## Max.cor.Y.cv.0.rpart Max.cor.Y.cv.0.rpart rpart
## Max.cor.Y.cv.0.cp.0.rpart Max.cor.Y.cv.0.cp.0.rpart rpart
## Max.cor.Y.rpart Max.cor.Y.rpart rpart
## Max.cor.Y.lm Max.cor.Y.lm lm
## Interact.High.cor.Y.lm Interact.High.cor.Y.lm lm
## Low.cor.X.lm Low.cor.X.lm lm
## All.X.lm All.X.lm lm
## All.X.glm All.X.glm glm
## All.X.bayesglm All.X.bayesglm bayesglm
## All.X.no.rnorm.rpart All.X.no.rnorm.rpart rpart
## All.X.no.rnorm.rf All.X.no.rnorm.rf rf
## Csm.1.lm Csm.1.lm lm
## Csm.2.lm Csm.2.lm lm
## feats
## MFO.lm .rnorm
## Max.cor.Y.cv.0.rpart Murder, Income
## Max.cor.Y.cv.0.cp.0.rpart Murder, Income
## Max.cor.Y.rpart Murder, Income
## Max.cor.Y.lm Murder, Income
## Interact.High.cor.Y.lm Murder, Income, Murder:Illiteracy, Murder:HS.Grad, Murder:Murder
## Low.cor.X.lm Income, Area, state.area, state.division.fctr, .rnorm, Population, x, Murder
## All.X.lm HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, .rnorm, Population, x, Illiteracy, Murder
## All.X.glm HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, .rnorm, Population, x, Illiteracy, Murder
## All.X.bayesglm HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, .rnorm, Population, x, Illiteracy, Murder
## All.X.no.rnorm.rpart HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, Population, x, Illiteracy, Murder
## All.X.no.rnorm.rf HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, Population, x, Illiteracy, Murder
## Csm.1.lm Population, Income, Illiteracy, Murder, HS.Grad, Frost, Area
## Csm.2.lm Population, Murder, HS.Grad, Frost
## max.nTuningRuns min.elapsedtime.everything
## MFO.lm 0 0.649
## Max.cor.Y.cv.0.rpart 0 0.549
## Max.cor.Y.cv.0.cp.0.rpart 0 0.437
## Max.cor.Y.rpart 3 0.924
## Max.cor.Y.lm 1 1.023
## Interact.High.cor.Y.lm 1 0.805
## Low.cor.X.lm 1 0.866
## All.X.lm 1 0.841
## All.X.glm 1 0.865
## All.X.bayesglm 1 1.976
## All.X.no.rnorm.rpart 3 0.921
## All.X.no.rnorm.rf 3 1.782
## Csm.1.lm 1 0.845
## Csm.2.lm 1 0.808
## min.elapsedtime.final max.R.sq.fit min.RMSE.fit
## MFO.lm 0.003 0.03526376 1.2741594
## Max.cor.Y.cv.0.rpart 0.007 0.00000000 1.2972374
## Max.cor.Y.cv.0.cp.0.rpart 0.006 0.66474630 0.7511147
## Max.cor.Y.rpart 0.007 0.00000000 1.1382505
## Max.cor.Y.lm 0.002 0.70582695 0.8349469
## Interact.High.cor.Y.lm 0.003 0.71871361 0.8694013
## Low.cor.X.lm 0.006 0.89680550 1.3102855
## All.X.lm 0.010 0.90517649 1.8350704
## All.X.glm 0.014 0.90517649 1.8350704
## All.X.bayesglm 0.051 0.90511753 1.6731644
## All.X.no.rnorm.rpart 0.013 0.00000000 1.1556929
## All.X.no.rnorm.rf 0.024 0.86486236 0.7878053
## Csm.1.lm 0.004 0.79579730 1.0702772
## Csm.2.lm 0.003 0.76808360 0.8483694
## max.R.sq.OOB min.RMSE.OOB max.Adj.R.sq.fit
## MFO.lm -0.16382466 1.5127250 0.006029329
## Max.cor.Y.cv.0.rpart 0.00000000 1.4022202 NA
## Max.cor.Y.cv.0.cp.0.rpart 0.47645818 1.0145931 NA
## Max.cor.Y.rpart 0.00000000 1.4022202 NA
## Max.cor.Y.lm 0.49196697 0.9994526 0.687441138
## Interact.High.cor.Y.lm 0.49204804 0.9993728 0.681208758
## Low.cor.X.lm -0.43507375 1.6797836 0.815336155
## All.X.lm -0.49396649 1.7139046 0.785066700
## All.X.glm -0.49396649 1.7139046 NA
## All.X.bayesglm -0.48512097 1.7088547 NA
## All.X.no.rnorm.rpart 0.00000000 1.4022202 NA
## All.X.no.rnorm.rf 0.37244959 1.1103073 NA
## Csm.1.lm 0.09058028 1.3372063 0.742855858
## Csm.2.lm 0.61862592 0.8659480 0.737161419
## max.Rsquared.fit min.RMSESD.fit
## MFO.lm NA NA
## Max.cor.Y.cv.0.rpart NA NA
## Max.cor.Y.cv.0.cp.0.rpart NA NA
## Max.cor.Y.rpart 0.3110708 0.1557052
## Max.cor.Y.lm 0.6946483 0.1059423
## Interact.High.cor.Y.lm 0.6441580 0.1370642
## Low.cor.X.lm 0.4598377 0.4605754
## All.X.lm 0.3370194 0.5357182
## All.X.glm 0.3370194 0.5357182
## All.X.bayesglm 0.3637272 0.3906281
## All.X.no.rnorm.rpart 0.3011671 0.1859150
## All.X.no.rnorm.rf 0.6989583 0.2050785
## Csm.1.lm 0.5047781 0.2228150
## Csm.2.lm 0.6383817 0.1624027
## max.RsquaredSD.fit min.aic.fit
## MFO.lm NA NA
## Max.cor.Y.cv.0.rpart NA NA
## Max.cor.Y.cv.0.cp.0.rpart NA NA
## Max.cor.Y.rpart 0.14180475 NA
## Max.cor.Y.lm 0.12444542 NA
## Interact.High.cor.Y.lm 0.17140770 NA
## Low.cor.X.lm 0.11586579 NA
## All.X.lm 0.10749559 NA
## All.X.glm 0.10749559 77.09146
## All.X.bayesglm 0.08865780 83.11321
## All.X.no.rnorm.rpart 0.15791358 NA
## All.X.no.rnorm.rf 0.17607120 NA
## Csm.1.lm 0.06898573 NA
## Csm.2.lm 0.04550407 NArm(ret_lst)
fit.models_1_chunk_df <- myadd_chunk(fit.models_1_chunk_df, "fit.models_1_end",
major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 6 fit.models_1_rf 6 0 43.934 52.044 8.111
## 7 fit.models_1_end 7 0 52.045 NA NAglb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.models", major.inc=FALSE)## label step_major step_minor bgn end elapsed
## 11 fit.models 7 1 31.075 52.05 20.975
## 12 fit.models 7 2 52.051 NA NAif (!is.null(glb_model_metric_smmry)) {
stats_df <- glb_models_df[, "model_id", FALSE]
stats_mdl_df <- data.frame()
for (model_id in stats_df$model_id) {
stats_mdl_df <- rbind(stats_mdl_df,
mypredict_mdl(glb_models_lst[[model_id]], glb_fitobs_df, glb_rsp_var,
glb_rsp_var_out, model_id, "fit",
glb_model_metric_smmry, glb_model_metric,
glb_model_metric_maximize, ret_type="stats"))
}
stats_df <- merge(stats_df, stats_mdl_df, all.x=TRUE)
stats_mdl_df <- data.frame()
for (model_id in stats_df$model_id) {
stats_mdl_df <- rbind(stats_mdl_df,
mypredict_mdl(glb_models_lst[[model_id]], glb_OOBobs_df, glb_rsp_var,
glb_rsp_var_out, model_id, "OOB",
glb_model_metric_smmry, glb_model_metric,
glb_model_metric_maximize, ret_type="stats"))
}
stats_df <- merge(stats_df, stats_mdl_df, all.x=TRUE)
print("Merging following data into glb_models_df:")
print(stats_mrg_df <- stats_df[, c(1, grep(glb_model_metric, names(stats_df)))])
print(tmp_models_df <- orderBy(~model_id, glb_models_df[, c("model_id",
grep(glb_model_metric, names(stats_df), value=TRUE))]))
tmp2_models_df <- glb_models_df[, c("model_id", setdiff(names(glb_models_df),
grep(glb_model_metric, names(stats_df), value=TRUE)))]
tmp3_models_df <- merge(tmp2_models_df, stats_mrg_df, all.x=TRUE, sort=FALSE)
print(tmp3_models_df)
print(names(tmp3_models_df))
print(glb_models_df <- subset(tmp3_models_df, select=-model_id.1))
}
plt_models_df <- glb_models_df[, -grep("SD|Upper|Lower", names(glb_models_df))]
for (var in grep("^min.", names(plt_models_df), value=TRUE)) {
plt_models_df[, sub("min.", "inv.", var)] <-
#ifelse(all(is.na(tmp <- plt_models_df[, var])), NA, 1.0 / tmp)
1.0 / plt_models_df[, var]
plt_models_df <- plt_models_df[ , -grep(var, names(plt_models_df))]
}
print(plt_models_df)## model_id model_method
## MFO.lm MFO.lm lm
## Max.cor.Y.cv.0.rpart Max.cor.Y.cv.0.rpart rpart
## Max.cor.Y.cv.0.cp.0.rpart Max.cor.Y.cv.0.cp.0.rpart rpart
## Max.cor.Y.rpart Max.cor.Y.rpart rpart
## Max.cor.Y.lm Max.cor.Y.lm lm
## Interact.High.cor.Y.lm Interact.High.cor.Y.lm lm
## Low.cor.X.lm Low.cor.X.lm lm
## All.X.lm All.X.lm lm
## All.X.glm All.X.glm glm
## All.X.bayesglm All.X.bayesglm bayesglm
## All.X.no.rnorm.rpart All.X.no.rnorm.rpart rpart
## All.X.no.rnorm.rf All.X.no.rnorm.rf rf
## Csm.1.lm Csm.1.lm lm
## Csm.2.lm Csm.2.lm lm
## feats
## MFO.lm .rnorm
## Max.cor.Y.cv.0.rpart Murder, Income
## Max.cor.Y.cv.0.cp.0.rpart Murder, Income
## Max.cor.Y.rpart Murder, Income
## Max.cor.Y.lm Murder, Income
## Interact.High.cor.Y.lm Murder, Income, Murder:Illiteracy, Murder:HS.Grad, Murder:Murder
## Low.cor.X.lm Income, Area, state.area, state.division.fctr, .rnorm, Population, x, Murder
## All.X.lm HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, .rnorm, Population, x, Illiteracy, Murder
## All.X.glm HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, .rnorm, Population, x, Illiteracy, Murder
## All.X.bayesglm HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, .rnorm, Population, x, Illiteracy, Murder
## All.X.no.rnorm.rpart HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, Population, x, Illiteracy, Murder
## All.X.no.rnorm.rf HS.Grad, y, Frost, state.region.fctr, Income, Area, state.area, state.division.fctr, Population, x, Illiteracy, Murder
## Csm.1.lm Population, Income, Illiteracy, Murder, HS.Grad, Frost, Area
## Csm.2.lm Population, Murder, HS.Grad, Frost
## max.nTuningRuns max.R.sq.fit max.R.sq.OOB
## MFO.lm 0 0.03526376 -0.16382466
## Max.cor.Y.cv.0.rpart 0 0.00000000 0.00000000
## Max.cor.Y.cv.0.cp.0.rpart 0 0.66474630 0.47645818
## Max.cor.Y.rpart 3 0.00000000 0.00000000
## Max.cor.Y.lm 1 0.70582695 0.49196697
## Interact.High.cor.Y.lm 1 0.71871361 0.49204804
## Low.cor.X.lm 1 0.89680550 -0.43507375
## All.X.lm 1 0.90517649 -0.49396649
## All.X.glm 1 0.90517649 -0.49396649
## All.X.bayesglm 1 0.90511753 -0.48512097
## All.X.no.rnorm.rpart 3 0.00000000 0.00000000
## All.X.no.rnorm.rf 3 0.86486236 0.37244959
## Csm.1.lm 1 0.79579730 0.09058028
## Csm.2.lm 1 0.76808360 0.61862592
## max.Adj.R.sq.fit max.Rsquared.fit
## MFO.lm 0.006029329 NA
## Max.cor.Y.cv.0.rpart NA NA
## Max.cor.Y.cv.0.cp.0.rpart NA NA
## Max.cor.Y.rpart NA 0.3110708
## Max.cor.Y.lm 0.687441138 0.6946483
## Interact.High.cor.Y.lm 0.681208758 0.6441580
## Low.cor.X.lm 0.815336155 0.4598377
## All.X.lm 0.785066700 0.3370194
## All.X.glm NA 0.3370194
## All.X.bayesglm NA 0.3637272
## All.X.no.rnorm.rpart NA 0.3011671
## All.X.no.rnorm.rf NA 0.6989583
## Csm.1.lm 0.742855858 0.5047781
## Csm.2.lm 0.737161419 0.6383817
## inv.elapsedtime.everything inv.elapsedtime.final
## MFO.lm 1.5408320 333.33333
## Max.cor.Y.cv.0.rpart 1.8214936 142.85714
## Max.cor.Y.cv.0.cp.0.rpart 2.2883295 166.66667
## Max.cor.Y.rpart 1.0822511 142.85714
## Max.cor.Y.lm 0.9775171 500.00000
## Interact.High.cor.Y.lm 1.2422360 333.33333
## Low.cor.X.lm 1.1547344 166.66667
## All.X.lm 1.1890606 100.00000
## All.X.glm 1.1560694 71.42857
## All.X.bayesglm 0.5060729 19.60784
## All.X.no.rnorm.rpart 1.0857763 76.92308
## All.X.no.rnorm.rf 0.5611672 41.66667
## Csm.1.lm 1.1834320 250.00000
## Csm.2.lm 1.2376238 333.33333
## inv.RMSE.fit inv.RMSE.OOB inv.aic.fit
## MFO.lm 0.7848312 0.6610587 NA
## Max.cor.Y.cv.0.rpart 0.7708689 0.7131548 NA
## Max.cor.Y.cv.0.cp.0.rpart 1.3313546 0.9856168 NA
## Max.cor.Y.rpart 0.8785412 0.7131548 NA
## Max.cor.Y.lm 1.1976809 1.0005477 NA
## Interact.High.cor.Y.lm 1.1502168 1.0006276 NA
## Low.cor.X.lm 0.7631924 0.5953148 NA
## All.X.lm 0.5449382 0.5834630 NA
## All.X.glm 0.5449382 0.5834630 0.01297161
## All.X.bayesglm 0.5976699 0.5851873 0.01203178
## All.X.no.rnorm.rpart 0.8652818 0.7131548 NA
## All.X.no.rnorm.rf 1.2693492 0.9006516 NA
## Csm.1.lm 0.9343374 0.7478278 NA
## Csm.2.lm 1.1787319 1.1548038 NAprint(myplot_radar(radar_inp_df=plt_models_df))## Warning in RColorBrewer::brewer.pal(n, pal): n too large, allowed maximum for palette Set1 is 9
## Returning the palette you asked for with that many colors## Warning: The shape palette can deal with a maximum of 6 discrete values
## because more than 6 becomes difficult to discriminate; you have
## 14. Consider specifying shapes manually. if you must have them.## Warning in loop_apply(n, do.ply): Removed 7 rows containing missing values
## (geom_path).## Warning in loop_apply(n, do.ply): Removed 88 rows containing missing values
## (geom_point).## Warning in loop_apply(n, do.ply): Removed 22 rows containing missing values
## (geom_text).## Warning in RColorBrewer::brewer.pal(n, pal): n too large, allowed maximum for palette Set1 is 9
## Returning the palette you asked for with that many colors## Warning: The shape palette can deal with a maximum of 6 discrete values
## because more than 6 becomes difficult to discriminate; you have
## 14. Consider specifying shapes manually. if you must have them.
# print(myplot_radar(radar_inp_df=subset(plt_models_df,
# !(model_id %in% grep("random|MFO", plt_models_df$model_id, value=TRUE)))))
# Compute CI for <metric>SD
glb_models_df <- mutate(glb_models_df,
max.df = ifelse(max.nTuningRuns > 1, max.nTuningRuns - 1, NA),
min.sd2ci.scaler = ifelse(is.na(max.df), NA, qt(0.975, max.df)))
for (var in grep("SD", names(glb_models_df), value=TRUE)) {
# Does CI alredy exist ?
var_components <- unlist(strsplit(var, "SD"))
varActul <- paste0(var_components[1], var_components[2])
varUpper <- paste0(var_components[1], "Upper", var_components[2])
varLower <- paste0(var_components[1], "Lower", var_components[2])
if (varUpper %in% names(glb_models_df)) {
warning(varUpper, " already exists in glb_models_df")
# Assuming Lower also exists
next
}
print(sprintf("var:%s", var))
# CI is dependent on sample size in t distribution; df=n-1
glb_models_df[, varUpper] <- glb_models_df[, varActul] +
glb_models_df[, "min.sd2ci.scaler"] * glb_models_df[, var]
glb_models_df[, varLower] <- glb_models_df[, varActul] -
glb_models_df[, "min.sd2ci.scaler"] * glb_models_df[, var]
}## [1] "var:min.RMSESD.fit"
## [1] "var:max.RsquaredSD.fit"# Plot metrics with CI
plt_models_df <- glb_models_df[, "model_id", FALSE]
pltCI_models_df <- glb_models_df[, "model_id", FALSE]
for (var in grep("Upper", names(glb_models_df), value=TRUE)) {
var_components <- unlist(strsplit(var, "Upper"))
col_name <- unlist(paste(var_components, collapse=""))
plt_models_df[, col_name] <- glb_models_df[, col_name]
for (name in paste0(var_components[1], c("Upper", "Lower"), var_components[2]))
pltCI_models_df[, name] <- glb_models_df[, name]
}
build_statsCI_data <- function(plt_models_df) {
mltd_models_df <- melt(plt_models_df, id.vars="model_id")
mltd_models_df$data <- sapply(1:nrow(mltd_models_df),
function(row_ix) tail(unlist(strsplit(as.character(
mltd_models_df[row_ix, "variable"]), "[.]")), 1))
mltd_models_df$label <- sapply(1:nrow(mltd_models_df),
function(row_ix) head(unlist(strsplit(as.character(
mltd_models_df[row_ix, "variable"]),
paste0(".", mltd_models_df[row_ix, "data"]))), 1))
#print(mltd_models_df)
return(mltd_models_df)
}
mltd_models_df <- build_statsCI_data(plt_models_df)
mltdCI_models_df <- melt(pltCI_models_df, id.vars="model_id")
for (row_ix in 1:nrow(mltdCI_models_df)) {
for (type in c("Upper", "Lower")) {
if (length(var_components <- unlist(strsplit(
as.character(mltdCI_models_df[row_ix, "variable"]), type))) > 1) {
#print(sprintf("row_ix:%d; type:%s; ", row_ix, type))
mltdCI_models_df[row_ix, "label"] <- var_components[1]
mltdCI_models_df[row_ix, "data"] <-
unlist(strsplit(var_components[2], "[.]"))[2]
mltdCI_models_df[row_ix, "type"] <- type
break
}
}
}
wideCI_models_df <- reshape(subset(mltdCI_models_df, select=-variable),
timevar="type",
idvar=setdiff(names(mltdCI_models_df), c("type", "value", "variable")),
direction="wide")
#print(wideCI_models_df)
mrgdCI_models_df <- merge(wideCI_models_df, mltd_models_df, all.x=TRUE)
#print(mrgdCI_models_df)
# Merge stats back in if CIs don't exist
goback_vars <- c()
for (var in unique(mltd_models_df$label)) {
for (type in unique(mltd_models_df$data)) {
var_type <- paste0(var, ".", type)
# if this data is already present, next
if (var_type %in% unique(paste(mltd_models_df$label, mltd_models_df$data,
sep=".")))
next
#print(sprintf("var_type:%s", var_type))
goback_vars <- c(goback_vars, var_type)
}
}
if (length(goback_vars) > 0) {
mltd_goback_df <- build_statsCI_data(glb_models_df[, c("model_id", goback_vars)])
mltd_models_df <- rbind(mltd_models_df, mltd_goback_df)
}
mltd_models_df <- merge(mltd_models_df, glb_models_df[, c("model_id", "model_method")],
all.x=TRUE)
png(paste0(glb_out_pfx, "models_bar.png"), width=480*3, height=480*2)
print(gp <- myplot_bar(mltd_models_df, "model_id", "value", colorcol_name="model_method") +
geom_errorbar(data=mrgdCI_models_df,
mapping=aes(x=model_id, ymax=value.Upper, ymin=value.Lower), width=0.5) +
facet_grid(label ~ data, scales="free") +
theme(axis.text.x = element_text(angle = 90,vjust = 0.5)))## Warning in loop_apply(n, do.ply): Removed 3 rows containing missing values
## (position_stack).dev.off()## quartz_off_screen
## 2print(gp)## Warning in loop_apply(n, do.ply): Removed 3 rows containing missing values
## (position_stack).
# used for console inspection
model_evl_terms <- c(NULL)
for (metric in glb_model_evl_criteria)
model_evl_terms <- c(model_evl_terms,
ifelse(length(grep("max", metric)) > 0, "-", "+"), metric)
if (glb_is_classification && glb_is_binomial)
model_evl_terms <- c(model_evl_terms, "-", "opt.prob.threshold.OOB")
model_sel_frmla <- as.formula(paste(c("~ ", model_evl_terms), collapse=" "))
dsp_models_cols <- c("model_id", glb_model_evl_criteria)
if (glb_is_classification && glb_is_binomial)
dsp_models_cols <- c(dsp_models_cols, "opt.prob.threshold.OOB")
print(dsp_models_df <- orderBy(model_sel_frmla, glb_models_df)[, dsp_models_cols])## model_id min.RMSE.OOB max.R.sq.OOB max.Adj.R.sq.fit
## 14 Csm.2.lm 0.8659480 0.61862592 0.737161419
## 6 Interact.High.cor.Y.lm 0.9993728 0.49204804 0.681208758
## 5 Max.cor.Y.lm 0.9994526 0.49196697 0.687441138
## 3 Max.cor.Y.cv.0.cp.0.rpart 1.0145931 0.47645818 NA
## 12 All.X.no.rnorm.rf 1.1103073 0.37244959 NA
## 13 Csm.1.lm 1.3372063 0.09058028 0.742855858
## 2 Max.cor.Y.cv.0.rpart 1.4022202 0.00000000 NA
## 4 Max.cor.Y.rpart 1.4022202 0.00000000 NA
## 11 All.X.no.rnorm.rpart 1.4022202 0.00000000 NA
## 1 MFO.lm 1.5127250 -0.16382466 0.006029329
## 7 Low.cor.X.lm 1.6797836 -0.43507375 0.815336155
## 10 All.X.bayesglm 1.7088547 -0.48512097 NA
## 8 All.X.lm 1.7139046 -0.49396649 0.785066700
## 9 All.X.glm 1.7139046 -0.49396649 NAprint(myplot_radar(radar_inp_df=dsp_models_df))## Warning in RColorBrewer::brewer.pal(n, pal): n too large, allowed maximum for palette Set1 is 9
## Returning the palette you asked for with that many colors## Warning: The shape palette can deal with a maximum of 6 discrete values
## because more than 6 becomes difficult to discriminate; you have
## 14. Consider specifying shapes manually. if you must have them.## Warning in loop_apply(n, do.ply): Removed 4 rows containing missing values
## (geom_path).## Warning in loop_apply(n, do.ply): Removed 33 rows containing missing values
## (geom_point).## Warning in loop_apply(n, do.ply): Removed 7 rows containing missing values
## (geom_text).## Warning in RColorBrewer::brewer.pal(n, pal): n too large, allowed maximum for palette Set1 is 9
## Returning the palette you asked for with that many colors## Warning: The shape palette can deal with a maximum of 6 discrete values
## because more than 6 becomes difficult to discriminate; you have
## 14. Consider specifying shapes manually. if you must have them.
print("Metrics used for model selection:"); print(model_sel_frmla)## [1] "Metrics used for model selection:"## ~+min.RMSE.OOB - max.R.sq.OOB - max.Adj.R.sq.fitprint(sprintf("Best model id: %s", dsp_models_df[1, "model_id"]))## [1] "Best model id: Csm.2.lm"if (is.null(glb_sel_mdl_id)) {
glb_sel_mdl_id <- dsp_models_df[1, "model_id"]
if (glb_sel_mdl_id == "Interact.High.cor.Y.glm") {
warning("glb_sel_mdl_id: Interact.High.cor.Y.glm; myextract_mdl_feats does not currently support interaction terms")
glb_sel_mdl_id <- dsp_models_df[2, "model_id"]
}
} else
print(sprintf("User specified selection: %s", glb_sel_mdl_id))
myprint_mdl(glb_sel_mdl <- glb_models_lst[[glb_sel_mdl_id]])
##
## Call:
## lm(formula = .outcome ~ ., data = dat)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.4481 -0.4838 0.1375 0.4930 0.8952
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 6.977e+01 1.139e+00 61.245 < 2e-16 ***
## Population 5.537e-05 3.712e-05 1.492 0.14619
## Murder -2.501e-01 4.308e-02 -5.806 2.4e-06 ***
## HS.Grad 5.710e-02 1.818e-02 3.140 0.00378 **
## Frost -2.704e-03 2.988e-03 -0.905 0.37282
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.6748 on 30 degrees of freedom
## Multiple R-squared: 0.7681, Adjusted R-squared: 0.7372
## F-statistic: 24.84 on 4 and 30 DF, p-value: 3.781e-09## [1] TRUE# From here to save(), this should all be in one function
# these are executed in the same seq twice more:
# fit.data.training & predict.data.new chunks
glb_get_predictions <- function(df, mdl_id, rsp_var_out, prob_threshold_def=NULL) {
mdl <- glb_models_lst[[mdl_id]]
rsp_var_out <- paste0(rsp_var_out, mdl_id)
if (glb_is_regression) {
df[, rsp_var_out] <- predict(mdl, newdata=df, type="raw")
print(myplot_scatter(df, glb_rsp_var, rsp_var_out, smooth=TRUE))
df[, paste0(rsp_var_out, ".err")] <-
abs(df[, rsp_var_out] - df[, glb_rsp_var])
print(head(orderBy(reformulate(c("-", paste0(rsp_var_out, ".err"))),
df)))
}
if (glb_is_classification && glb_is_binomial) {
prob_threshold <- glb_models_df[glb_models_df$model_id == mdl_id,
"opt.prob.threshold.OOB"]
if (is.null(prob_threshold) || is.na(prob_threshold)) {
warning("Using default probability threshold: ", prob_threshold_def)
if (is.null(prob_threshold <- prob_threshold_def))
stop("Default probability threshold is NULL")
}
df[, paste0(rsp_var_out, ".prob")] <-
predict(mdl, newdata=df, type="prob")[, 2]
df[, rsp_var_out] <-
factor(levels(df[, glb_rsp_var])[
(df[, paste0(rsp_var_out, ".prob")] >=
prob_threshold) * 1 + 1], levels(df[, glb_rsp_var]))
# prediction stats already reported by myfit_mdl ???
}
if (glb_is_classification && !glb_is_binomial) {
df[, rsp_var_out] <- predict(mdl, newdata=df, type="raw")
df[, paste0(rsp_var_out, ".prob")] <-
predict(mdl, newdata=df, type="prob")
}
return(df)
}
glb_OOBobs_df <- glb_get_predictions(df=glb_OOBobs_df, mdl_id=glb_sel_mdl_id,
rsp_var_out=glb_rsp_var_out)
## Population Income Illiteracy Life.Exp Murder HS.Grad Frost Area
## 11 868 4963 1.9 73.60 6.2 61.9 0 6425
## 4 2110 3378 1.9 70.66 10.1 39.9 65 51945
## 2 365 6315 1.5 69.31 11.3 66.7 152 566432
## 8 579 4809 0.9 70.06 6.2 54.6 103 1982
## 34 637 5087 0.8 72.78 1.4 50.3 186 69273
## 26 746 4347 0.6 70.56 5.0 59.2 155 145587
## state.abb state.area x y state.division state.name
## 11 HI 6450 -126.2500 31.7500 Pacific Hawaii
## 4 AR 53104 -92.2992 34.7336 West South Central Arkansas
## 2 AK 589757 -127.2500 49.2500 Pacific Alaska
## 8 DE 2057 -74.9841 38.6777 South Atlantic Delaware
## 34 ND 70665 -100.0990 47.2517 West North Central North Dakota
## 26 MT 147138 -109.3200 46.8230 Mountain Montana
## state.region .src .rnorm state.division.fctr state.region.fctr
## 11 West Test -0.3059627 Pacific West
## 4 South Test 0.4264642 West South Central South
## 2 West Test -1.1381369 Pacific West
## 8 South Test 0.6886403 South Atlantic South
## 34 North Central Test 1.5164706 West North Central North Central
## 26 West Test 1.3686023 Mountain West
## Life.Exp.predict.Csm.2.lm Life.Exp.predict.Csm.2.lm.err
## 11 71.79852 1.8014793
## 4 69.45995 1.2000501
## 2 70.35815 1.0481505
## 8 71.08724 1.0272417
## 34 71.82113 0.9588669
## 26 71.51869 0.9586932predct_accurate_var_name <- paste0(glb_rsp_var_out, glb_sel_mdl_id, ".accurate")
glb_OOBobs_df[, predct_accurate_var_name] <-
(glb_OOBobs_df[, glb_rsp_var] ==
glb_OOBobs_df[, paste0(glb_rsp_var_out, glb_sel_mdl_id)])
#stop(here"); #sav_models_lst <- glb_models_lst; sav_models_df <- glb_models_df
glb_featsimp_df <-
myget_feats_importance(mdl=glb_sel_mdl, featsimp_df=NULL)
glb_featsimp_df[, paste0(glb_sel_mdl_id, ".importance")] <- glb_featsimp_df$importance
print(glb_featsimp_df)## importance Csm.2.lm.importance
## Murder 100.00000 100.00000
## HS.Grad 45.60984 45.60984
## Population 11.97951 11.97951
## Frost 0.00000 0.00000# Used again in fit.data.training & predict.data.new chunks
glb_analytics_diag_plots <- function(obs_df, mdl_id, prob_threshold=NULL) {
featsimp_df <- glb_featsimp_df
featsimp_df$feat <- gsub("`(.*?)`", "\\1", row.names(featsimp_df))
featsimp_df$feat.interact <- gsub("(.*?):(.*)", "\\2", featsimp_df$feat)
featsimp_df$feat <- gsub("(.*?):(.*)", "\\1", featsimp_df$feat)
featsimp_df$feat.interact <- ifelse(featsimp_df$feat.interact == featsimp_df$feat,
NA, featsimp_df$feat.interact)
featsimp_df$feat <- gsub("(.*?)\\.fctr(.*)", "\\1\\.fctr", featsimp_df$feat)
featsimp_df$feat.interact <- gsub("(.*?)\\.fctr(.*)", "\\1\\.fctr", featsimp_df$feat.interact)
featsimp_df <- orderBy(~ -importance.max, summaryBy(importance ~ feat + feat.interact,
data=featsimp_df, FUN=max))
#rex_str=":(.*)"; txt_vctr=tail(featsimp_df$feat); ret_lst <- regexec(rex_str, txt_vctr); ret_lst <- regmatches(txt_vctr, ret_lst); ret_vctr <- sapply(1:length(ret_lst), function(pos_ix) ifelse(length(ret_lst[[pos_ix]]) > 0, ret_lst[[pos_ix]], "")); print(ret_vctr <- ret_vctr[ret_vctr != ""])
if (nrow(featsimp_df) > 5) {
warning("Limiting important feature scatter plots to 5 out of ", nrow(featsimp_df))
featsimp_df <- head(featsimp_df, 5)
}
# if (!all(is.na(featsimp_df$feat.interact)))
# stop("not implemented yet")
rsp_var_out <- paste0(glb_rsp_var_out, mdl_id)
for (var in featsimp_df$feat) {
plot_df <- melt(obs_df, id.vars=var,
measure.vars=c(glb_rsp_var, rsp_var_out))
# if (var == "<feat_name>") print(myplot_scatter(plot_df, var, "value",
# facet_colcol_name="variable") +
# geom_vline(xintercept=<divider_val>, linetype="dotted")) else
print(myplot_scatter(plot_df, var, "value", colorcol_name="variable",
facet_colcol_name="variable", jitter=TRUE) +
guides(color=FALSE))
}
if (glb_is_regression) {
if (nrow(featsimp_df) == 0)
warning("No important features in glb_fin_mdl") else
print(myplot_prediction_regression(df=obs_df,
feat_x=ifelse(nrow(featsimp_df) > 1, featsimp_df$feat[2],
".rownames"),
feat_y=featsimp_df$feat[1],
rsp_var=glb_rsp_var, rsp_var_out=rsp_var_out,
id_vars=glb_id_var)
# + facet_wrap(reformulate(featsimp_df$feat[2])) # if [1 or 2] is a factor
# + geom_point(aes_string(color="<col_name>.fctr")) # to color the plot
)
}
if (glb_is_classification) {
if (nrow(featsimp_df) == 0)
warning("No features in selected model are statistically important")
else print(myplot_prediction_classification(df=obs_df,
feat_x=ifelse(nrow(featsimp_df) > 1, featsimp_df$feat[2],
".rownames"),
feat_y=featsimp_df$feat[1],
rsp_var=glb_rsp_var,
rsp_var_out=rsp_var_out,
id_vars=glb_id_var,
prob_threshold=prob_threshold)
# + geom_hline(yintercept=<divider_val>, linetype = "dotted")
)
}
}
if (glb_is_classification && glb_is_binomial)
glb_analytics_diag_plots(obs_df=glb_OOBobs_df, mdl_id=glb_sel_mdl_id,
prob_threshold=glb_models_df[glb_models_df$model_id == glb_sel_mdl_id,
"opt.prob.threshold.OOB"]) else
glb_analytics_diag_plots(obs_df=glb_OOBobs_df, mdl_id=glb_sel_mdl_id) 
## Population Income Illiteracy Life.Exp Murder HS.Grad Frost Area
## 11 868 4963 1.9 73.60 6.2 61.9 0 6425
## 4 2110 3378 1.9 70.66 10.1 39.9 65 51945
## 2 365 6315 1.5 69.31 11.3 66.7 152 566432
## 8 579 4809 0.9 70.06 6.2 54.6 103 1982
## 34 637 5087 0.8 72.78 1.4 50.3 186 69273
## state.abb state.area x y state.division state.name
## 11 HI 6450 -126.2500 31.7500 Pacific Hawaii
## 4 AR 53104 -92.2992 34.7336 West South Central Arkansas
## 2 AK 589757 -127.2500 49.2500 Pacific Alaska
## 8 DE 2057 -74.9841 38.6777 South Atlantic Delaware
## 34 ND 70665 -100.0990 47.2517 West North Central North Dakota
## state.region .src .rnorm state.division.fctr state.region.fctr
## 11 West Test -0.3059627 Pacific West
## 4 South Test 0.4264642 West South Central South
## 2 West Test -1.1381369 Pacific West
## 8 South Test 0.6886403 South Atlantic South
## 34 North Central Test 1.5164706 West North Central North Central
## Life.Exp.predict.Csm.2.lm Life.Exp.predict.Csm.2.lm.err
## 11 71.79852 1.8014793
## 4 69.45995 1.2000501
## 2 70.35815 1.0481505
## 8 71.08724 1.0272417
## 34 71.82113 0.9588669
## Life.Exp.predict.Csm.2.lm.accurate .label
## 11 FALSE HI
## 4 FALSE AR
## 2 FALSE AK
## 8 FALSE DE
## 34 FALSE ND
# gather predictions from models better than MFO.*
#mdl_id <- "Conditional.X.rf"
#mdl_id <- "Conditional.X.cp.0.rpart"
#mdl_id <- "Conditional.X.rpart"
# glb_OOBobs_df <- glb_get_predictions(df=glb_OOBobs_df, mdl_id,
# glb_rsp_var_out)
# print(t(confusionMatrix(glb_OOBobs_df[, paste0(glb_rsp_var_out, mdl_id)],
# glb_OOBobs_df[, glb_rsp_var])$table))
# FN_OOB_ids <- c(4721, 4020, 693, 92)
# print(glb_OOBobs_df[glb_OOBobs_df$UniqueID %in% FN_OOB_ids,
# grep(glb_rsp_var, names(glb_OOBobs_df), value=TRUE)])
# print(glb_OOBobs_df[glb_OOBobs_df$UniqueID %in% FN_OOB_ids,
# glb_feats_df$id[1:5]])
# print(glb_OOBobs_df[glb_OOBobs_df$UniqueID %in% FN_OOB_ids,
# glb_txt_vars])
write.csv(glb_OOBobs_df[, c(glb_id_var,
grep(glb_rsp_var, names(glb_OOBobs_df), fixed=TRUE, value=TRUE))],
paste0(gsub(".", "_", paste0(glb_out_pfx, glb_sel_mdl_id), fixed=TRUE),
"_OOBobs.csv"), row.names=FALSE)
# print(glb_allobs_df[glb_allobs_df$UniqueID %in% FN_OOB_ids,
# glb_txt_vars])
# dsp_tbl(Headline.contains="[Ee]bola")
# sum(sel_obs(Headline.contains="[Ee]bola"))
# ftable(xtabs(Popular ~ NewsDesk.fctr, data=glb_allobs_df[sel_obs(Headline.contains="[Ee]bola") ,]))
# xtabs(NewsDesk ~ Popular, #Popular ~ NewsDesk.fctr,
# data=glb_allobs_df[sel_obs(Headline.contains="[Ee]bola") ,],
# exclude=NULL)
# print(mycreate_xtab_df(df=glb_allobs_df[sel_obs(Headline.contains="[Ee]bola") ,], c("Popular", "NewsDesk", "SectionName", "SubsectionName")))
# print(mycreate_tbl_df(df=glb_allobs_df[sel_obs(Headline.contains="[Ee]bola") ,], c("Popular", "NewsDesk", "SectionName", "SubsectionName")))
# print(mycreate_tbl_df(df=glb_allobs_df[sel_obs(Headline.contains="[Ee]bola") ,], c("Popular")))
# print(mycreate_tbl_df(df=glb_allobs_df[sel_obs(Headline.contains="[Ee]bola") ,],
# tbl_col_names=c("Popular", "NewsDesk")))
# write.csv(glb_chunks_df, paste0(glb_out_pfx, tail(glb_chunks_df, 1)$label, "_",
# tail(glb_chunks_df, 1)$step_minor, "_chunks1.csv"),
# row.names=FALSE)
glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.models", major.inc=FALSE)## label step_major step_minor bgn end elapsed
## 12 fit.models 7 2 52.051 62.656 10.606
## 13 fit.models 7 3 62.657 NA NAprint(setdiff(names(glb_trnobs_df), names(glb_allobs_df)))## character(0)print(setdiff(names(glb_fitobs_df), names(glb_allobs_df)))## character(0)print(setdiff(names(glb_OOBobs_df), names(glb_allobs_df)))## [1] "Life.Exp.predict.Csm.2.lm"
## [2] "Life.Exp.predict.Csm.2.lm.err"
## [3] "Life.Exp.predict.Csm.2.lm.accurate"for (col in setdiff(names(glb_OOBobs_df), names(glb_allobs_df)))
# Merge or cbind ?
glb_allobs_df[glb_allobs_df$.lcn == "OOB", col] <- glb_OOBobs_df[, col]
print(setdiff(names(glb_newobs_df), names(glb_allobs_df)))## character(0)if (glb_save_envir)
save(glb_feats_df,
glb_allobs_df, #glb_trnobs_df, glb_fitobs_df, glb_OOBobs_df, glb_newobs_df,
glb_models_df, dsp_models_df, glb_models_lst, glb_sel_mdl, glb_sel_mdl_id,
glb_model_type,
file=paste0(glb_out_pfx, "selmdl_dsk.RData"))
#load(paste0(glb_out_pfx, "selmdl_dsk.RData"))
rm(ret_lst)## Warning in rm(ret_lst): object 'ret_lst' not foundreplay.petrisim(pn=glb_analytics_pn,
replay.trans=(glb_analytics_avl_objs <- c(glb_analytics_avl_objs,
"model.selected")), flip_coord=TRUE)## time trans "bgn " "fit.data.training.all " "predict.data.new " "end "
## 0.0000 multiple enabled transitions: data.training.all data.new model.selected firing: data.training.all
## 1.0000 1 2 1 0 0
## 1.0000 multiple enabled transitions: data.training.all data.new model.selected model.final data.training.all.prediction firing: data.new
## 2.0000 2 1 1 1 0
## 2.0000 multiple enabled transitions: data.training.all data.new model.selected model.final data.training.all.prediction data.new.prediction firing: model.selected
## 3.0000 3 0 2 1 0
glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.data.training", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 13 fit.models 7 3 62.657 66.2 3.543
## 14 fit.data.training 8 0 66.201 NA NAStep 8.0: fit data training
#load(paste0(glb_inp_pfx, "dsk.RData"))
# To create specific models
# glb_fin_mdl_id <- NULL; glb_fin_mdl <- NULL;
# glb_sel_mdl_id <- "Conditional.X.cp.0.rpart";
# glb_sel_mdl <- glb_models_lst[[glb_sel_mdl_id]]; print(glb_sel_mdl)
if (!is.null(glb_fin_mdl_id) && (glb_fin_mdl_id %in% names(glb_models_lst))) {
warning("Final model same as user selected model")
glb_fin_mdl <- glb_sel_mdl
} else {
# print(mdl_feats_df <- myextract_mdl_feats(sel_mdl=glb_sel_mdl,
# entity_df=glb_fitobs_df))
if ((model_method <- glb_sel_mdl$method) == "custom")
# get actual method from the model_id
model_method <- tail(unlist(strsplit(glb_sel_mdl_id, "[.]")), 1)
tune_finmdl_df <- NULL
if (nrow(glb_sel_mdl$bestTune) > 0) {
for (param in names(glb_sel_mdl$bestTune)) {
#print(sprintf("param: %s", param))
if (glb_sel_mdl$bestTune[1, param] != "none")
tune_finmdl_df <- rbind(tune_finmdl_df,
data.frame(parameter=param,
min=glb_sel_mdl$bestTune[1, param],
max=glb_sel_mdl$bestTune[1, param],
by=1)) # by val does not matter
}
}
# Sync with parameters in mydsutils.R
require(gdata)
ret_lst <- myfit_mdl(model_id="Final", model_method=model_method,
indep_vars_vctr=trim(unlist(strsplit(glb_models_df[glb_models_df$model_id == glb_sel_mdl_id,
"feats"], "[,]"))),
model_type=glb_model_type,
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_trnobs_df, OOB_df=NULL,
n_cv_folds=glb_n_cv_folds, tune_models_df=tune_finmdl_df,
# Automate from here
# Issues if glb_sel_mdl$method == "rf" b/c trainControl is "oob"; not "cv"
model_loss_mtrx=glb_model_metric_terms,
model_summaryFunction=glb_sel_mdl$control$summaryFunction,
model_metric=glb_sel_mdl$metric,
model_metric_maximize=glb_sel_mdl$maximize)
glb_fin_mdl <- glb_models_lst[[length(glb_models_lst)]]
glb_fin_mdl_id <- glb_models_df[length(glb_models_lst), "model_id"]
}## Loading required package: gdata
## gdata: read.xls support for 'XLS' (Excel 97-2004) files ENABLED.
##
## gdata: read.xls support for 'XLSX' (Excel 2007+) files ENABLED.
##
## Attaching package: 'gdata'
##
## The following object is masked from 'package:randomForest':
##
## combine
##
## The following objects are masked from 'package:dplyr':
##
## combine, first, last
##
## The following object is masked from 'package:stats':
##
## nobs
##
## The following object is masked from 'package:utils':
##
## object.size## [1] "fitting model: Final.lm"
## [1] " indep_vars: Population, Murder, HS.Grad, Frost"
## Aggregating results
## Fitting final model on full training set
##
## Call:
## lm(formula = .outcome ~ ., data = dat)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.4481 -0.4838 0.1375 0.4930 0.8952
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 6.977e+01 1.139e+00 61.245 < 2e-16 ***
## Population 5.537e-05 3.712e-05 1.492 0.14619
## Murder -2.501e-01 4.308e-02 -5.806 2.4e-06 ***
## HS.Grad 5.710e-02 1.818e-02 3.140 0.00378 **
## Frost -2.704e-03 2.988e-03 -0.905 0.37282
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.6748 on 30 degrees of freedom
## Multiple R-squared: 0.7681, Adjusted R-squared: 0.7372
## F-statistic: 24.84 on 4 and 30 DF, p-value: 3.781e-09
##
## [1] " calling mypredict_mdl for fit:"
## model_id model_method feats max.nTuningRuns
## 1 Final.lm lm Population, Murder, HS.Grad, Frost 1
## min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1 0.854 0.003 0.7680836
## min.RMSE.fit max.Adj.R.sq.fit max.Rsquared.fit min.RMSESD.fit
## 1 0.8483694 0.7371614 0.6383817 0.1624027
## max.RsquaredSD.fit
## 1 0.04550407rm(ret_lst)
glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.data.training", major.inc=FALSE)## label step_major step_minor bgn end elapsed
## 14 fit.data.training 8 0 66.201 69.795 3.595
## 15 fit.data.training 8 1 69.796 NA NAglb_trnobs_df <- glb_get_predictions(df=glb_trnobs_df, mdl_id=glb_fin_mdl_id,
rsp_var_out=glb_rsp_var_out,
prob_threshold_def=ifelse(glb_is_classification && glb_is_binomial,
glb_models_df[glb_models_df$model_id == glb_sel_mdl_id, "opt.prob.threshold.OOB"], NULL))
## Population Income Illiteracy Life.Exp Murder HS.Grad Frost Area
## 19 1058 3694 0.7 70.39 2.7 54.7 161 30920
## 28 590 5149 0.5 69.03 11.5 65.2 188 109889
## 40 2816 3635 2.3 67.96 11.6 37.8 65 30225
## 38 11860 4449 1.0 70.43 6.1 50.2 126 44966
## 43 12237 4188 2.2 70.90 12.2 47.4 35 262134
## 17 3387 3712 1.6 70.10 10.6 38.5 95 39650
## state.abb state.area x y state.division
## 19 ME 33215 -68.9801 45.6226 New England
## 28 NV 110540 -116.8510 39.1063 Mountain
## 40 SC 31055 -80.5056 33.6190 South Atlantic
## 38 PA 45333 -77.4500 40.9069 Middle Atlantic
## 43 TX 267339 -98.7857 31.3897 West South Central
## 17 KY 40395 -84.7674 37.3915 East South Central
## state.name state.region .src .rnorm state.division.fctr
## 19 Maine Northeast Train 0.77996512 New England
## 28 Nevada West Train 0.37963948 Mountain
## 40 South Carolina South Train 0.05300423 South Atlantic
## 38 Pennsylvania Northeast Train 0.30352864 Middle Atlantic
## 43 Texas South Train -0.49103117 West South Central
## 17 Kentucky South Train 1.20796200 East South Central
## state.region.fctr Life.Exp.predict.Final.lm
## 19 Northeast 71.83810
## 28 West 70.13761
## 40 South 69.00395
## 38 Northeast 71.42348
## 43 South 70.00476
## 17 South 69.24455
## Life.Exp.predict.Final.lm.err
## 19 1.4480981
## 28 1.1076092
## 40 1.0439531
## 38 0.9934843
## 43 0.8952381
## 17 0.8554471sav_featsimp_df <- glb_featsimp_df
#glb_feats_df <- sav_feats_df
# glb_feats_df <- mymerge_feats_importance(feats_df=glb_feats_df, sel_mdl=glb_fin_mdl,
# entity_df=glb_trnobs_df)
glb_featsimp_df <- myget_feats_importance(mdl=glb_fin_mdl, featsimp_df=glb_featsimp_df)
glb_featsimp_df[, paste0(glb_fin_mdl_id, ".importance")] <- glb_featsimp_df$importance
print(glb_featsimp_df)## Csm.2.lm.importance importance Final.lm.importance
## Murder 100.00000 100.00000 100.00000
## HS.Grad 45.60984 45.60984 45.60984
## Population 11.97951 11.97951 11.97951
## Frost 0.00000 0.00000 0.00000if (glb_is_classification && glb_is_binomial)
glb_analytics_diag_plots(obs_df=glb_trnobs_df, mdl_id=glb_fin_mdl_id,
prob_threshold=glb_models_df[glb_models_df$model_id == glb_sel_mdl_id,
"opt.prob.threshold.OOB"]) else
glb_analytics_diag_plots(obs_df=glb_trnobs_df, mdl_id=glb_fin_mdl_id) 
## Population Income Illiteracy Life.Exp Murder HS.Grad Frost Area
## 19 1058 3694 0.7 70.39 2.7 54.7 161 30920
## 28 590 5149 0.5 69.03 11.5 65.2 188 109889
## 40 2816 3635 2.3 67.96 11.6 37.8 65 30225
## 38 11860 4449 1.0 70.43 6.1 50.2 126 44966
## 43 12237 4188 2.2 70.90 12.2 47.4 35 262134
## state.abb state.area x y state.division
## 19 ME 33215 -68.9801 45.6226 New England
## 28 NV 110540 -116.8510 39.1063 Mountain
## 40 SC 31055 -80.5056 33.6190 South Atlantic
## 38 PA 45333 -77.4500 40.9069 Middle Atlantic
## 43 TX 267339 -98.7857 31.3897 West South Central
## state.name state.region .src .rnorm state.division.fctr
## 19 Maine Northeast Train 0.77996512 New England
## 28 Nevada West Train 0.37963948 Mountain
## 40 South Carolina South Train 0.05300423 South Atlantic
## 38 Pennsylvania Northeast Train 0.30352864 Middle Atlantic
## 43 Texas South Train -0.49103117 West South Central
## state.region.fctr Life.Exp.predict.Final.lm
## 19 Northeast 71.83810
## 28 West 70.13761
## 40 South 69.00395
## 38 Northeast 71.42348
## 43 South 70.00476
## Life.Exp.predict.Final.lm.err .label
## 19 1.4480981 ME
## 28 1.1076092 NV
## 40 1.0439531 SC
## 38 0.9934843 PA
## 43 0.8952381 TX
dsp_feats_vctr <- c(NULL)
for(var in grep(".importance", names(glb_feats_df), fixed=TRUE, value=TRUE))
dsp_feats_vctr <- union(dsp_feats_vctr,
glb_feats_df[!is.na(glb_feats_df[, var]), "id"])
# print(glb_trnobs_df[glb_trnobs_df$UniqueID %in% FN_OOB_ids,
# grep(glb_rsp_var, names(glb_trnobs_df), value=TRUE)])
print(setdiff(names(glb_trnobs_df), names(glb_allobs_df)))## [1] "Life.Exp.predict.Final.lm" "Life.Exp.predict.Final.lm.err"for (col in setdiff(names(glb_trnobs_df), names(glb_allobs_df)))
# Merge or cbind ?
glb_allobs_df[glb_allobs_df$.src == "Train", col] <- glb_trnobs_df[, col]
print(setdiff(names(glb_fitobs_df), names(glb_allobs_df)))## character(0)print(setdiff(names(glb_OOBobs_df), names(glb_allobs_df)))## character(0)for (col in setdiff(names(glb_OOBobs_df), names(glb_allobs_df)))
# Merge or cbind ?
glb_allobs_df[glb_allobs_df$.lcn == "OOB", col] <- glb_OOBobs_df[, col]
print(setdiff(names(glb_newobs_df), names(glb_allobs_df)))## character(0)if (glb_save_envir)
save(glb_feats_df, glb_allobs_df,
#glb_trnobs_df, glb_fitobs_df, glb_OOBobs_df, glb_newobs_df,
glb_models_df, dsp_models_df, glb_models_lst, glb_model_type,
glb_sel_mdl, glb_sel_mdl_id,
glb_fin_mdl, glb_fin_mdl_id,
file=paste0(glb_out_pfx, "dsk.RData"))
replay.petrisim(pn=glb_analytics_pn,
replay.trans=(glb_analytics_avl_objs <- c(glb_analytics_avl_objs,
"data.training.all.prediction","model.final")), flip_coord=TRUE)## time trans "bgn " "fit.data.training.all " "predict.data.new " "end "
## 0.0000 multiple enabled transitions: data.training.all data.new model.selected firing: data.training.all
## 1.0000 1 2 1 0 0
## 1.0000 multiple enabled transitions: data.training.all data.new model.selected model.final data.training.all.prediction firing: data.new
## 2.0000 2 1 1 1 0
## 2.0000 multiple enabled transitions: data.training.all data.new model.selected model.final data.training.all.prediction data.new.prediction firing: model.selected
## 3.0000 3 0 2 1 0
## 3.0000 multiple enabled transitions: model.final data.training.all.prediction data.new.prediction firing: data.training.all.prediction
## 4.0000 5 0 1 1 1
## 4.0000 multiple enabled transitions: model.final data.training.all.prediction data.new.prediction firing: model.final
## 5.0000 4 0 0 2 1
glb_chunks_df <- myadd_chunk(glb_chunks_df, "predict.data.new", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 15 fit.data.training 8 1 69.796 73.264 3.468
## 16 predict.data.new 9 0 73.264 NA NAStep 9.0: predict data new
# Compute final model predictions
# sav_newobs_df <- glb_newobs_df
glb_newobs_df <- glb_get_predictions(glb_newobs_df, mdl_id=glb_fin_mdl_id,
rsp_var_out=glb_rsp_var_out,
prob_threshold_def=ifelse(glb_is_classification && glb_is_binomial,
glb_models_df[glb_models_df$model_id == glb_sel_mdl_id,
"opt.prob.threshold.OOB"], NULL))
## Population Income Illiteracy Life.Exp Murder HS.Grad Frost Area
## 11 868 4963 1.9 73.60 6.2 61.9 0 6425
## 4 2110 3378 1.9 70.66 10.1 39.9 65 51945
## 2 365 6315 1.5 69.31 11.3 66.7 152 566432
## 8 579 4809 0.9 70.06 6.2 54.6 103 1982
## 34 637 5087 0.8 72.78 1.4 50.3 186 69273
## 26 746 4347 0.6 70.56 5.0 59.2 155 145587
## state.abb state.area x y state.division state.name
## 11 HI 6450 -126.2500 31.7500 Pacific Hawaii
## 4 AR 53104 -92.2992 34.7336 West South Central Arkansas
## 2 AK 589757 -127.2500 49.2500 Pacific Alaska
## 8 DE 2057 -74.9841 38.6777 South Atlantic Delaware
## 34 ND 70665 -100.0990 47.2517 West North Central North Dakota
## 26 MT 147138 -109.3200 46.8230 Mountain Montana
## state.region .src .rnorm state.division.fctr state.region.fctr
## 11 West Test -0.3059627 Pacific West
## 4 South Test 0.4264642 West South Central South
## 2 West Test -1.1381369 Pacific West
## 8 South Test 0.6886403 South Atlantic South
## 34 North Central Test 1.5164706 West North Central North Central
## 26 West Test 1.3686023 Mountain West
## Life.Exp.predict.Final.lm Life.Exp.predict.Final.lm.err
## 11 71.79852 1.8014793
## 4 69.45995 1.2000501
## 2 70.35815 1.0481505
## 8 71.08724 1.0272417
## 34 71.82113 0.9588669
## 26 71.51869 0.9586932if (glb_is_classification && glb_is_binomial)
glb_analytics_diag_plots(obs_df=glb_newobs_df, mdl_id=glb_fin_mdl_id,
prob_threshold=glb_models_df[glb_models_df$model_id == glb_sel_mdl_id,
"opt.prob.threshold.OOB"]) else
glb_analytics_diag_plots(obs_df=glb_newobs_df, mdl_id=glb_fin_mdl_id) 
## Population Income Illiteracy Life.Exp Murder HS.Grad Frost Area
## 11 868 4963 1.9 73.60 6.2 61.9 0 6425
## 4 2110 3378 1.9 70.66 10.1 39.9 65 51945
## 2 365 6315 1.5 69.31 11.3 66.7 152 566432
## 8 579 4809 0.9 70.06 6.2 54.6 103 1982
## 34 637 5087 0.8 72.78 1.4 50.3 186 69273
## state.abb state.area x y state.division state.name
## 11 HI 6450 -126.2500 31.7500 Pacific Hawaii
## 4 AR 53104 -92.2992 34.7336 West South Central Arkansas
## 2 AK 589757 -127.2500 49.2500 Pacific Alaska
## 8 DE 2057 -74.9841 38.6777 South Atlantic Delaware
## 34 ND 70665 -100.0990 47.2517 West North Central North Dakota
## state.region .src .rnorm state.division.fctr state.region.fctr
## 11 West Test -0.3059627 Pacific West
## 4 South Test 0.4264642 West South Central South
## 2 West Test -1.1381369 Pacific West
## 8 South Test 0.6886403 South Atlantic South
## 34 North Central Test 1.5164706 West North Central North Central
## Life.Exp.predict.Final.lm Life.Exp.predict.Final.lm.err .label
## 11 71.79852 1.8014793 HI
## 4 69.45995 1.2000501 AR
## 2 70.35815 1.0481505 AK
## 8 71.08724 1.0272417 DE
## 34 71.82113 0.9588669 ND
if (glb_is_classification && glb_is_binomial) {
submit_df <- glb_newobs_df[, c(glb_id_var,
paste0(glb_rsp_var_out, glb_fin_mdl_id, ".prob"))]
names(submit_df)[2] <- "Probability1"
# submit_df <- glb_newobs_df[, c(paste0(glb_rsp_var_out, glb_fin_mdl_id)), FALSE]
# names(submit_df)[1] <- "BDscience"
# submit_df$BDscience <- as.numeric(submit_df$BDscience) - 1
# #submit_df <-rbind(submit_df, data.frame(bdanalytics=c(" ")))
# print("Submission Stats:")
# print(table(submit_df$BDscience, useNA = "ifany"))
} else submit_df <- glb_newobs_df[, c(glb_id_var,
paste0(glb_rsp_var_out, glb_fin_mdl_id))]
submit_fname <- paste0(gsub(".", "_", paste0(glb_out_pfx, glb_fin_mdl_id), fixed=TRUE),
"_submit.csv")
write.csv(submit_df, submit_fname, quote=FALSE, row.names=FALSE)
#cat(" ", "\n", file=submit_fn, append=TRUE)
# print(orderBy(~ -max.auc.OOB, glb_models_df[, c("model_id",
# "max.auc.OOB", "max.Accuracy.OOB")]))
if (glb_is_classification && glb_is_binomial)
print(glb_models_df[glb_models_df$model_id == glb_sel_mdl_id,
"opt.prob.threshold.OOB"])
print(sprintf("glb_sel_mdl_id: %s", glb_sel_mdl_id))## [1] "glb_sel_mdl_id: Csm.2.lm"print(sprintf("glb_fin_mdl_id: %s", glb_fin_mdl_id))## [1] "glb_fin_mdl_id: Final.lm"print(dim(glb_fitobs_df))## [1] 35 19print(dsp_models_df)## model_id min.RMSE.OOB max.R.sq.OOB max.Adj.R.sq.fit
## 14 Csm.2.lm 0.8659480 0.61862592 0.737161419
## 6 Interact.High.cor.Y.lm 0.9993728 0.49204804 0.681208758
## 5 Max.cor.Y.lm 0.9994526 0.49196697 0.687441138
## 3 Max.cor.Y.cv.0.cp.0.rpart 1.0145931 0.47645818 NA
## 12 All.X.no.rnorm.rf 1.1103073 0.37244959 NA
## 13 Csm.1.lm 1.3372063 0.09058028 0.742855858
## 2 Max.cor.Y.cv.0.rpart 1.4022202 0.00000000 NA
## 4 Max.cor.Y.rpart 1.4022202 0.00000000 NA
## 11 All.X.no.rnorm.rpart 1.4022202 0.00000000 NA
## 1 MFO.lm 1.5127250 -0.16382466 0.006029329
## 7 Low.cor.X.lm 1.6797836 -0.43507375 0.815336155
## 10 All.X.bayesglm 1.7088547 -0.48512097 NA
## 8 All.X.lm 1.7139046 -0.49396649 0.785066700
## 9 All.X.glm 1.7139046 -0.49396649 NAif (glb_is_regression) {
print(sprintf("%s OOB RMSE: %0.4f", glb_sel_mdl_id,
glb_models_df[glb_models_df$model_id == glb_sel_mdl_id, "min.RMSE.OOB"]))
if (!is.null(glb_category_vars)) {
stop("not implemented yet")
tmp_OOBobs_df <- glb_OOBobs_df[, c(glb_category_vars, predct_accurate_var_name)]
names(tmp_OOBobs_df)[length(names(tmp_OOBobs_df))] <- "accurate.OOB"
aOOB_ctgry_df <- mycreate_xtab_df(tmp_OOBobs_df, names(tmp_OOBobs_df))
aOOB_ctgry_df[is.na(aOOB_ctgry_df)] <- 0
aOOB_ctgry_df <- mutate(aOOB_ctgry_df,
.n.OOB = accurate.OOB.FALSE + accurate.OOB.TRUE,
max.accuracy.OOB = accurate.OOB.TRUE / .n.OOB)
#intersect(names(glb_ctgry_df), names(aOOB_ctgry_df))
glb_ctgry_df <- merge(glb_ctgry_df, aOOB_ctgry_df, all=TRUE)
print(orderBy(~-accurate.OOB.FALSE, glb_ctgry_df))
}
if ((glb_rsp_var %in% names(glb_newobs_df)) &&
!(any(is.na(glb_newobs_df[, glb_rsp_var])))) {
pred_stats_df <-
mypredict_mdl(mdl=glb_models_lst[[glb_fin_mdl_id]],
df=glb_newobs_df,
rsp_var=glb_rsp_var,
rsp_var_out=glb_rsp_var_out,
model_id_method=glb_fin_mdl_id,
label="new",
model_summaryFunction=glb_sel_mdl$control$summaryFunction,
model_metric=glb_sel_mdl$metric,
model_metric_maximize=glb_sel_mdl$maximize,
ret_type="stats")
print(sprintf("%s prediction stats for glb_newobs_df:", glb_fin_mdl_id))
print(pred_stats_df)
}
} ## [1] "Csm.2.lm OOB RMSE: 0.8659"
## [1] "Final.lm prediction stats for glb_newobs_df:"
## model_id max.R.sq.new min.RMSE.new
## 1 Final.lm 0.6186259 0.865948if (glb_is_classification) {
print(sprintf("%s OOB confusion matrix & accuracy: ", glb_sel_mdl_id))
print(t(confusionMatrix(glb_OOBobs_df[, paste0(glb_rsp_var_out, glb_sel_mdl_id)],
glb_OOBobs_df[, glb_rsp_var])$table))
if (!is.null(glb_category_vars)) {
tmp_OOBobs_df <- glb_OOBobs_df[, c(glb_category_vars, predct_accurate_var_name)]
names(tmp_OOBobs_df)[length(names(tmp_OOBobs_df))] <- "accurate.OOB"
aOOB_ctgry_df <- mycreate_xtab_df(tmp_OOBobs_df, names(tmp_OOBobs_df))
aOOB_ctgry_df[is.na(aOOB_ctgry_df)] <- 0
aOOB_ctgry_df <- mutate(aOOB_ctgry_df,
.n.OOB = accurate.OOB.FALSE + accurate.OOB.TRUE,
max.accuracy.OOB = accurate.OOB.TRUE / .n.OOB)
#intersect(names(glb_ctgry_df), names(aOOB_ctgry_df))
glb_ctgry_df <- merge(glb_ctgry_df, aOOB_ctgry_df, all=TRUE)
print(orderBy(~-accurate.OOB.FALSE, glb_ctgry_df))
}
if ((glb_rsp_var %in% names(glb_newobs_df)) &&
!(any(is.na(glb_newobs_df[, glb_rsp_var])))) {
print(sprintf("%s new confusion matrix & accuracy: ", glb_fin_mdl_id))
print(t(confusionMatrix(glb_newobs_df[, paste0(glb_rsp_var_out, glb_fin_mdl_id)],
glb_newobs_df[, glb_rsp_var])$table))
}
}
dsp_myCategory_conf_mtrx <- function(myCategory) {
print(sprintf("%s OOB::myCategory=%s confusion matrix & accuracy: ",
glb_sel_mdl_id, myCategory))
print(t(confusionMatrix(
glb_OOBobs_df[glb_OOBobs_df$myCategory == myCategory,
paste0(glb_rsp_var_out, glb_sel_mdl_id)],
glb_OOBobs_df[glb_OOBobs_df$myCategory == myCategory, glb_rsp_var])$table))
print(sum(glb_OOBobs_df[glb_OOBobs_df$myCategory == myCategory,
predct_accurate_var_name]) /
nrow(glb_OOBobs_df[glb_OOBobs_df$myCategory == myCategory, ]))
err_ids <- glb_OOBobs_df[(glb_OOBobs_df$myCategory == myCategory) &
(!glb_OOBobs_df[, predct_accurate_var_name]), glb_id_var]
OOB_FNerr_df <- glb_OOBobs_df[(glb_OOBobs_df$UniqueID %in% err_ids) &
(glb_OOBobs_df$Popular == 1),
c(
".clusterid",
"Popular", "Headline", "Snippet", "Abstract")]
print(sprintf("%s OOB::myCategory=%s FN errors: %d", glb_sel_mdl_id, myCategory,
nrow(OOB_FNerr_df)))
print(OOB_FNerr_df)
OOB_FPerr_df <- glb_OOBobs_df[(glb_OOBobs_df$UniqueID %in% err_ids) &
(glb_OOBobs_df$Popular == 0),
c(
".clusterid",
"Popular", "Headline", "Snippet", "Abstract")]
print(sprintf("%s OOB::myCategory=%s FP errors: %d", glb_sel_mdl_id, myCategory,
nrow(OOB_FPerr_df)))
print(OOB_FPerr_df)
}
#dsp_myCategory_conf_mtrx(myCategory="OpEd#Opinion#")
#dsp_myCategory_conf_mtrx(myCategory="Business#Business Day#Dealbook")
#dsp_myCategory_conf_mtrx(myCategory="##")
# if (glb_is_classification) {
# print("FN_OOB_ids:")
# print(glb_OOBobs_df[glb_OOBobs_df$UniqueID %in% FN_OOB_ids,
# grep(glb_rsp_var, names(glb_OOBobs_df), value=TRUE)])
# print(glb_OOBobs_df[glb_OOBobs_df$UniqueID %in% FN_OOB_ids,
# glb_txt_vars])
# print(dsp_vctr <- colSums(glb_OOBobs_df[glb_OOBobs_df$UniqueID %in% FN_OOB_ids,
# setdiff(grep("[HSA].", names(glb_OOBobs_df), value=TRUE),
# union(myfind_chr_cols_df(glb_OOBobs_df),
# grep(".fctr", names(glb_OOBobs_df), fixed=TRUE, value=TRUE)))]))
# }
dsp_hdlpfx_results <- function(hdlpfx) {
print(hdlpfx)
print(glb_OOBobs_df[glb_OOBobs_df$Headline.pfx %in% c(hdlpfx),
grep(glb_rsp_var, names(glb_OOBobs_df), value=TRUE)])
print(glb_newobs_df[glb_newobs_df$Headline.pfx %in% c(hdlpfx),
grep(glb_rsp_var, names(glb_newobs_df), value=TRUE)])
print(dsp_vctr <- colSums(glb_newobs_df[glb_newobs_df$Headline.pfx %in% c(hdlpfx),
setdiff(grep("[HSA]\\.", names(glb_newobs_df), value=TRUE),
union(myfind_chr_cols_df(glb_newobs_df),
grep(".fctr", names(glb_newobs_df), fixed=TRUE, value=TRUE)))]))
print(dsp_vctr <- dsp_vctr[dsp_vctr != 0])
print(glb_newobs_df[glb_newobs_df$Headline.pfx %in% c(hdlpfx),
union(names(dsp_vctr), myfind_chr_cols_df(glb_newobs_df))])
}
#dsp_hdlpfx_results(hdlpfx="Ask Well::")
# print("myMisc::|OpEd|blank|blank|1:")
# print(glb_OOBobs_df[glb_OOBobs_df$UniqueID %in% c(6446),
# grep(glb_rsp_var, names(glb_OOBobs_df), value=TRUE)])
# print(glb_OOBobs_df[glb_OOBobs_df$UniqueID %in% FN_OOB_ids,
# c("WordCount", "WordCount.log", "myMultimedia",
# "NewsDesk", "SectionName", "SubsectionName")])
# print(mycreate_sqlxtab_df(glb_allobs_df[sel_obs(Headline.contains="[Vv]ideo"), ],
# c(glb_rsp_var, "myMultimedia")))
# dsp_chisq.test(Headline.contains="[Vi]deo")
# print(glb_allobs_df[sel_obs(Headline.contains="[Vv]ideo"),
# c(glb_rsp_var, "Popular", "myMultimedia", "Headline")])
# print(glb_allobs_df[sel_obs(Headline.contains="[Ee]bola", Popular=1),
# c(glb_rsp_var, "Popular", "myMultimedia", "Headline",
# "NewsDesk", "SectionName", "SubsectionName")])
# print(subset(glb_feats_df, !is.na(importance))[,
# c("is.ConditionalX.y",
# grep("importance", names(glb_feats_df), fixed=TRUE, value=TRUE))])
# print(subset(glb_feats_df, is.ConditionalX.y & is.na(importance))[,
# c("is.ConditionalX.y",
# grep("importance", names(glb_feats_df), fixed=TRUE, value=TRUE))])
# print(subset(glb_feats_df, !is.na(importance))[,
# c("zeroVar", "nzv", "myNearZV",
# grep("importance", names(glb_feats_df), fixed=TRUE, value=TRUE))])
# print(subset(glb_feats_df, is.na(importance))[,
# c("zeroVar", "nzv", "myNearZV",
# grep("importance", names(glb_feats_df), fixed=TRUE, value=TRUE))])
print(orderBy(as.formula(paste0("~ -", glb_sel_mdl_id, ".importance")), glb_featsimp_df))## Csm.2.lm.importance importance Final.lm.importance
## Murder 100.00000 100.00000 100.00000
## HS.Grad 45.60984 45.60984 45.60984
## Population 11.97951 11.97951 11.97951
## Frost 0.00000 0.00000 0.00000# players_df <- data.frame(id=c("Chavez", "Giambi", "Menechino", "Myers", "Pena"),
# OBP=c(0.338, 0.391, 0.369, 0.313, 0.361),
# SLG=c(0.540, 0.450, 0.374, 0.447, 0.500),
# cost=c(1400000, 1065000, 295000, 800000, 300000))
# players_df$RS.predict <- predict(glb_models_lst[[csm_mdl_id]], players_df)
# print(orderBy(~ -RS.predict, players_df))
if (length(diff <- setdiff(names(glb_trnobs_df), names(glb_allobs_df))) > 0)
print(diff)
for (col in setdiff(names(glb_trnobs_df), names(glb_allobs_df)))
# Merge or cbind ?
glb_allobs_df[glb_allobs_df$.src == "Train", col] <- glb_trnobs_df[, col]
if (length(diff <- setdiff(names(glb_fitobs_df), names(glb_allobs_df))) > 0)
print(diff)
if (length(diff <- setdiff(names(glb_OOBobs_df), names(glb_allobs_df))) > 0)
print(diff)
for (col in setdiff(names(glb_OOBobs_df), names(glb_allobs_df)))
# Merge or cbind ?
glb_allobs_df[glb_allobs_df$.lcn == "OOB", col] <- glb_OOBobs_df[, col]
if (length(diff <- setdiff(names(glb_newobs_df), names(glb_allobs_df))) > 0)
print(diff)
if (glb_save_envir)
save(glb_feats_df, glb_allobs_df,
#glb_trnobs_df, glb_fitobs_df, glb_OOBobs_df, glb_newobs_df,
glb_models_df, dsp_models_df, glb_models_lst, glb_model_type,
glb_sel_mdl, glb_sel_mdl_id,
glb_fin_mdl, glb_fin_mdl_id,
file=paste0(glb_out_pfx, "prdnew_dsk.RData"))
rm(submit_df, tmp_OOBobs_df)## Warning in rm(submit_df, tmp_OOBobs_df): object 'tmp_OOBobs_df' not found# tmp_replay_lst <- replay.petrisim(pn=glb_analytics_pn,
# replay.trans=(glb_analytics_avl_objs <- c(glb_analytics_avl_objs,
# "data.new.prediction")), flip_coord=TRUE)
# print(ggplot.petrinet(tmp_replay_lst[["pn"]]) + coord_flip())
glb_chunks_df <- myadd_chunk(glb_chunks_df, "display.session.info", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 16 predict.data.new 9 0 73.264 76.327 3.064
## 17 display.session.info 10 0 76.328 NA NANull Hypothesis (\(\sf{H_{0}}\)): mpg is not impacted by am_fctr.
The variance by am_fctr appears to be independent. #{r q1, cache=FALSE} # print(t.test(subset(cars_df, am_fctr == "automatic")$mpg, # subset(cars_df, am_fctr == "manual")$mpg, # var.equal=FALSE)$conf) # We reject the null hypothesis i.e. we have evidence to conclude that am_fctr impacts mpg (95% confidence). Manual transmission is better for miles per gallon versus automatic transmission.
## label step_major step_minor bgn end elapsed
## 11 fit.models 7 1 31.075 52.050 20.975
## 10 fit.models 7 0 17.653 31.074 13.422
## 12 fit.models 7 2 52.051 62.656 10.606
## 2 inspect.data 2 0 9.366 13.968 4.602
## 14 fit.data.training 8 0 66.201 69.795 3.595
## 13 fit.models 7 3 62.657 66.200 3.543
## 15 fit.data.training 8 1 69.796 73.264 3.468
## 16 predict.data.new 9 0 73.264 76.327 3.064
## 3 scrub.data 2 1 13.968 15.244 1.276
## 5 extract.features 3 0 15.300 16.438 1.139
## 8 select.features 5 0 16.763 17.353 0.590
## 1 import.data 1 0 8.926 9.365 0.440
## 9 partition.data.training 6 0 17.354 17.652 0.299
## 6 cluster.data 4 0 16.439 16.707 0.268
## 4 transform.data 2 2 15.244 15.300 0.056
## 7 manage.missing.data 4 1 16.707 16.762 0.055
## duration
## 11 20.975
## 10 13.421
## 12 10.605
## 2 4.602
## 14 3.594
## 13 3.543
## 15 3.468
## 16 3.063
## 3 1.276
## 5 1.138
## 8 0.590
## 1 0.439
## 9 0.298
## 6 0.268
## 4 0.056
## 7 0.055
## [1] "Total Elapsed Time: 76.327 secs"
## R version 3.2.0 (2015-04-16)
## Platform: x86_64-apple-darwin13.4.0 (64-bit)
## Running under: OS X 10.10.3 (Yosemite)
##
## locale:
## [1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
##
## attached base packages:
## [1] grid parallel stats graphics grDevices utils datasets
## [8] methods base
##
## other attached packages:
## [1] gdata_2.16.1 randomForest_4.6-10 arm_1.8-5
## [4] lme4_1.1-7 Rcpp_0.11.6 Matrix_1.2-1
## [7] MASS_7.3-40 rpart.plot_1.5.2 rpart_4.1-9
## [10] reshape2_1.4.1 dplyr_0.4.1 plyr_1.8.2
## [13] caTools_1.17.1 doMC_1.3.3 iterators_1.0.7
## [16] foreach_1.4.2 doBy_4.5-13 survival_2.38-1
## [19] caret_6.0-47 ggplot2_1.0.1 lattice_0.20-31
##
## loaded via a namespace (and not attached):
## [1] gtools_3.5.0 splines_3.2.0 colorspace_1.2-6
## [4] htmltools_0.2.6 yaml_2.1.13 mgcv_1.8-6
## [7] nloptr_1.0.4 DBI_0.3.1 RColorBrewer_1.1-2
## [10] stringr_1.0.0 munsell_0.4.2 gtable_0.1.2
## [13] codetools_0.2-11 coda_0.17-1 evaluate_0.7
## [16] labeling_0.3 knitr_1.10.5 SparseM_1.6
## [19] quantreg_5.11 pbkrtest_0.4-2 proto_0.3-10
## [22] scales_0.2.4 formatR_1.2 BradleyTerry2_1.0-6
## [25] abind_1.4-3 digest_0.6.8 stringi_0.4-1
## [28] brglm_0.5-9 tools_3.2.0 bitops_1.0-6
## [31] magrittr_1.5 lazyeval_0.1.10 car_2.0-25
## [34] assertthat_0.1 minqa_1.2.4 rmarkdown_0.6.1
## [37] nnet_7.3-9 nlme_3.1-120 compiler_3.2.0